We wound up on Cat Street, had fun with the curios. Then on the recommendation of a policeman in the street (really) we went to Foo Lum Fisherman's Wharf Restaurant near the Macau Ferry, about 5 blocks away.
It's a large place, and we arrived at around noon. No dim sum carts, just ordered on paper, but occasionally we were offered things by servers walking around. No tourist trap this place. No roman alphabet anywhere, much less English. It wasn't till we were seated that I could find the name of the restaurant: it was printed on the chopstick envelope. Needless to say it was all locals.
The roasted duck was very good, with thick very crisp skin. One in the party felt it was too greasy, but the rest of us thought it was very good. Another specialty was fried rice stuffed in lotus leaves. This was a big dish, and very tasty. We weren't too adventurous, but there were several shrimp items, like ha gao and won ton and siu mai. They were all good. The staff was very helpful, but it would be best if you knew what you wanted before you go, or take a local who can help order.
I'm guessing this is not a top-of-the line restaurant, but we enjoyed it (5 Americans). The duck was delicious. I think it was very inexpensive, at HK$360 for 5 people, for maybe 8 or 9 dishes.