It doesn't matter which bank, but you must have a VISA or MasterCard credit card. It's best to have a dual-currency account, but the biggest problem is that when you spend Hong Kong dollars in Hong Kong, you have to pay back in US dollars: RMB-US dollars-Hong Kong dollars (or a country's local currency), in which the bank earns you two dollars.

If you go to Hong Kong frequently, you can apply for a dual-currency card such as ICBC.

If you often go to Europe, ICBC and Minsheng have dual-currency cards of RMB and Euro.

If your spending amount can be predicted, you'd better change RMB into HKD directly at China Bank (sub-branch) in China, so as not to change it into dollars to make the bank earn more.