wingchowuk, youhave a very good idea, but you need to understand the market in HK. Every body in HK needs convience. When you said you will delivery, you will have to have a very accurate route of deliverying your product. Remember, HK's traffic is not the smoothiest and if you are late delivering the good, the customer may not like to wait around for you. If the products you carry are a must for them, then well, good for you, but if not, then they can pick it up anywhere they can get their hands on....why you?
Also, the products you carry must have a long shelf life. So no dairy produce or anything that will g bad fast. Your idea is good, but you will need to think of it in detail!!
You already think of the government issue, now do some homework and see if anyone in HK will like the idea. I remember you said you will concentrate on those western market, but do some market research and see. You will be surprise on their answers!!
Good luck
