Suggestions for Hong Kong food in Beijing or Shanghai
I second Cha's.
Tsui Wah, the famous HK cafe, has a couple locations in Shanghai - one is near the corner of Fumin Lu and Changle Lu, right near Cantina Agave and Bar 88. The service there is awful, but their bakery is top notch and their assorted fish ball soup really is delicious.
For bbq roast meats, there is a place in the basement of the mall next to Jiing'an Temple. I have no idea what it is called, but they have the meats hanging in the front and the place is always mobbed. Meats are top notch.
For dim sum, I recommend Fu Lin Xuan on Huai Hai lu and Huang Pi lu (2nd floor). I also enjoy the 88 kuai all you can eat dim sum at Lynn on Xikang lu between Nanjing and Beijing lu. It is not the most authentic, but the setting is nice, it's very clean, and reasonably priced.
For dim sum
For a great 50s style HK Diner, you can't beat Cha's on Sinan and Huaihai. They've got all the usual bbq meats, but don't skip the curry or the eggs with shrimp!
Hengshan Cafe has a good roast goose and several locations around town.
For dim sum, Hang Yuen Hin in Xujiahui park is a good bet, or Fortune Garden on Yuyuan Lu.