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Since Taiwan is considered to be part of China, and Taiwan considers the Mainland a part of its territory too, there's no consulate of Taiwan in HK. They do have a Taipei Economic and Cultural Office (Hong Kong), in Lippo Centre, 89 Queensway, Tower 1, room 1106. Phone: 2525.8316. They're the ones you want to talk to.
Alternatively, any big travel agency (CTS, Travel Expert, etc) should be able to handle this for you.