Upvote:3
You should be fine, as long as the itinerary you provide when applying makes sense when entering via HK (eg. traveling via Shenzhen/Guangzhou).
Relevant data point: I recently applied for a Chinese tourist (L) visa, providing a flight into Russia as my flight in and a flight out of Hong Kong as my return flight. I was asked to add in writing that I would be taking a train into China, and that was it, the visa was issued.