No contest: baby sling.
Wikivoyage has an article about travelling in Japan with children, and the bit about travelling in dense Japanese cities applies to Hong Kong as well:
In a nutshell, leave your giant stroller at home, as they can be a
nightmare to deal with. City sidewalks are busy, temple and shrine
paths are nearly invariably gravel, trains are crowded (impossibly so
in rush hour), and while elevators are slowly being retrofitted
everywhere, there are still many stations where you'll need to use the
stairs or take long detours to use the one elevator available. [...]
Instead, the Japanese prefer baby carriers, often for children as old
as two, and lightweight collapsible umbrella strollers that fit
through normal ticket gates and can be carried up or down a flight of
stairs one-handed in a pinch.
In my own experience, umbrella strollers are handy, but require two adults to comfortably operate: eg. one climbs up stairs with baby, the other carries stroller, diaper bag, suitcase, etc. A 6-month-old is also a bit borderline to use one for longer periods of time, try it out before you take one along.
And yes, September will be hot. If you're feeling uncomfortably hot, the baby will be feeling so as well. Fortunately virtually everything in HK is air-conditioned.