I started searching on internet, and thanks to internet, I knew that as an New Zealand citizen, I need a visa for Vietnam and I have two options to get one.
I stopped at two websites, likely reliable: VisaVietnam.NZ (specialized for Vietnam visa in New Zealand) and Visa-Vietnam.HK (specialized for Vietnam visa in Hong Kong), and from information from these two websites, I knew that I could apply for Vietnam visa on arrival in Hong Kong. =))
Both of them introduce a very simple process to obtain a visa on arrival (VOA) as following:
• Step 1: Fill out the online application form. I did it, completed my form, very easy.
• Step 2: Pay for service fee. Easy payment. I made it with my credit card, paying USD 10 for my 1 month single entry.
• Step 3: Receive visa approval letter: I got it just within nearly 2 working days from Vietnam visa.
For me, the whole process was easy and also the introduction by this website was easy to follow as well.
I did not try contacting the Vietnam embassy in Hong Kong as it is far from my place, so if I tried applying for visa at embassy, it might take my time to travel to the embassy. Everything goes smooth with Vietnam visa on arrival, so I think no need at all.

Philip John