Don't want to disillusion you ... but I lived in HK for 6 years (my wife is HK Chinese!) and always found the wines expensive.

There are a few places like Olivers in Central and other specialist shops but all over-priced due to Chinese way of thinking (price=quality=face

).
Penfolds etc sell for well over the odds, 50%+ markup on Oz/NZ. Bordeaux? - cheaper to ship from UK I suspect.
Can your brother get over to Macau? I used to load up over there with Portugese wines and come back with 10+ bottles hand-carried through customs

who don't really care as long as you are a "gweilo" (a.k.a. European pisshead). Almost all of the wines can be obtained in the Macau Ferry terminal from HK which has about ten food&wine shops. Good ports, esp. lots of Tawnies.
On the red wine side try -
Quinta da Bacalhoa
Quinta da Carmo
Borba Reserva used to be fantastic mid eighties to early nineties, but last ten years have not repeated the wines they used to make.
Well that's it from my eclectic knowlege and ever-traveling past. These days I wouldn't bother in HK, though Japan is another story and Tokyo ignited a love of Bordeaux with a glass of 1990 Petrus. Lots of wine there at reasonable prices if you know where to look (and can read Japanese!).
If anyone has more up to late info. let me know. I'm back there in a month ...
“There are no standards of taste in wine. Each mans own taste is the standard, and a majority vote cannot decide for him or in any slightest degree affect the supremacy of his own standard". Mark Twain.