How to exchange RMB for Hong Kong dollars in Macau?

Yes, you can. Actually, if LZ wants to go to Hong Kong. I suggest you go to the bank to exchange Hong Kong dollars. You can exchange it without a bank card and passbook.

If you play in Macau. Just change it into Portuguese currency. Because Portuguese currency is actually cheaper than Hong Kong dollar. Moreover, the circulation of Portuguese currency should be small, and there is no counterfeit money in Portuguese currency. Even if you don't go to the bank to change money, you're not afraid. Because there are also many shops in the street that can be exchanged.