My friend holds an Indian passport and is travelling via Hong Kong to Zhuhai (China) on a single-entry Chinese visa.
Is it possible for him to travel to Macau from Zhuhai and back to China with the same visa, or if not what's the procedure?
No, it's not possible. Macau, while a part of China, is outside the Chinese visa area; if he leaves Zhuhai for Macau, his single-entry visa will be used up. See this similar question: Would China to Taiwan and back again count as another entry into China?
His options are to a) get a Chinese double or multiple-entry visa, or b) return directly from Macau to Hong Kong, so he doesn't need to re-enter China. A visa for Macau should not be necessary for a stay of up to 30 days.
Random get arounds if you don't want to apply for another visa....and since Zhuhai is in the Guangdong Pearl River Delta region
Also, I’m pretty sure if you join a tour group from Hong Kong going to Guangdong province, they can spare you a visa in lieu of you shopping and touring with the group (should be about a week long tour) at designated heritage sites like 丹霞地貌,开平碉楼,一个指定的华人之乡.
There's another really really random loophole. University of Macau has a new campus technically on Chinese territory on Hengqin in Zhuhai. So you are in Macau, but also in Zhuhai (Chinese city) at the same time but can only be on the grounds of University of Macau. It's weird, there's like an underwater tunnel, separate communication phone landlines, smugglers, fence-hoppers and illegal immigrants. Anyways, at least you can say you made it there and back.