The best part about Hong Kong food is how much healthier it is than Chinese food. Case in point, Hui Lau Shan: Healthy Dessert, of which there are at least three in Mongkok.
Best health food ever--a giant glass of mango juice, chunks of mango and tapioca (sago) with a floater of pure coconut cream. You can also get mango jelly added, if you're feel adventurous. 1500 calories minimum, I'd wager, but worth every damn one of 'em.