In order to allieviet the pressure on Hong Kong of mothers and fathers going to Hong Kong and buying up the baby milk powder in Hong Kong the Shenzhen government has allowed a kind of duty free store for imported goods such as baby milk powder in the Shenzhen Qianhai special zone. The store is called “Tempus Shenzhen/Hong Kong airport terminal of Qianhai“.
This might be an alternative to dragging your family to Hong Kong on regular shopping trips. Instead you can drive your card to Qianhai between Nanshan and Bao’an. There isn’t really a metro station so it is not super convenient but it is one alternative.