Compatibility summary
You will need a travel adapter in Hong Kong; plug types used there differ from Thailand.
Plug comparison
Thailand plug types: A B C O
Hong Kong plug types: G
There is no common plug type between Thailand (A B C O) and Hong Kong (G). You need a travel adapter.
Voltage comparison
Thailand: 220V, 50Hz
Hong Kong: 220V, 50Hz
Voltage difference is within a range many devices tolerate; check your appliance label.