There are several Man Mo Temples in Hong Kong though the most famous and most worshipped one is the one in Hong Kong Island.
Hong Kong Island:
124 Hollywood Road, Sheung Wan, Hong Kong Island.
Tai Po Man Mo Temple: Fu Sin Street, Tai Wo, Tai Po, New Territories
Tai Heung Tsuen Man Cheong Temple, Tai Po
Lam Tsuen Man Mo Temple, Tai Po
The map below shows the one at Sheung Wan, Hong Kong Island.
To avoid the crowd, don’t go during Chinese new year and Civil god’s birthday as it’s the busiest.