In Shenzen almost always not - especially if you get further away from the border area. you might get lucky with some random person or HK owner of some venue - but don't count on it.
( Sidenote - It is also illegal in China as far as I know to pay / accept in other currencies other then CNY except business that have special permit which is also probably the reason most people will not consider it but for example a hotel might change for you )
You also mentioned Guangzhou in your question and the answer there is generally even less chance then Shenzen.
In Macau it is a different story and the answer is mostly yes. Taxi drivers / Restaurants / Hotels / Casinos / Ferry terminal will accept
HKD- even 7/11 type shops and supermarkets will usually accept it at a ratio of 1/1 while giving you the change in
Personally I never had a refusal ( been there tens if not hundreds of times )
Many ATM's ( most to my experience ) will even also disperse
HKD if you choose so.
Not only that - but like @Aaron comment above - some Casinos ( and machines inside ) for example will not even accept
MOP but only
HKD ( or
RMB ) . you will still be able to change at the cashier probably.
If you do not want the hassle Of changing currency and you are there for a short time ( one-two days ) you can do fine with
HKD especially in the tourist route.
( Sidenote II: less frequently but also possible in many places to pay directly in
RMB if you come from China. You will lose some conversion rate but then again you lose it when changing currency in advance too so it all depends on the amount you are planning on spending )
Using MOP outside of Macau:
As for the other way around - No, the
MOP is quit useless anywhere outside Macau - and the further you get from the border the harder it is to even change it back although I have seen some very rare exceptions where vendors in Zuhai ( near the crossings ) will accept it.
RMB in HK
RMB in Hong kong is not generally accepted in normal venues, but it is sometimes accepted in tourist locations (especially Chinese-facing and also close to border ) even in big stores / malls but not everywhere and it is up to the store / vendor to decide. In that case also the change will be in
Many locations that accept
RMB will have some kind of a sign near the cash register ( some even with exchange rates ).
I have already paid taxis in
RMB, train tickets, ferry, supermarket and even MTR and cinema tickets. But in most cases it will depend on the person / venue accepting it. It is not "institutionalized" and deep like
HKD in Macau. While In HK use
All the above based on personal experience.