I have found a picture of the image of an Oxya japonica nymph at http://www.malaeng.com/blog/?m=201011. This is a very good match for my mystery grasshopper. But the local species in HK is Oxya chinensis. Wikipedia also states that: “young nymphs resemble adults but lack wings and at this stage are often called hoppers. They may often also have a radically different coloration from the adults.” (Link at http://en.wikipedia.org/wiki/Orthoptera). This clearly lacks wings and the coloration is radically different from the adult. What surprises me is the absence of images for the O. chinensis nymph in web searches. Be that as it may, that is the conclusion I have reached but of course I am open to correction. UPDATE MARCH 2018 – the species has been identfied as Gesonula punctifrons on iNaturalist. I have subsequently found another matching image so all my research was wrong!!
Today I went back to the pond and found 2 specimens closer to the fence and I was able to photograph through the gaps with my 7D. Why is this significant? Because the 7D has a 1.6x crop factor. The 5D3 is a full frame sensor. So I get extra reach with my 180mm lens. Add a 1.4x TC and I effectively get a 400mm lens that focuses down to 0.48cm. Here is the result.
What a handsome beast.
There are other insects to show but they can wait for another day. I just did not want to leave you in suspense overnight. 🙂
All downhill from here 
The last paragraph lost me. But he is still a pretty boy.