Setup Alipay or WeChat Pay — cash is almost pointless in Shenzhen, take some but most vendors scan to pay.
ThreeHK or another eSIM China roaming provider — wifi at border crossing is "hit or a miss", I wouldn't rely on it and your UK sim won't work either
Digital Arrival Card QR code — complete the night before or on the day BEFORE arriving at Lo Wu. screenshot it before you lose signal. (Screenshot the QR code above and see my video guide, video link below)
Shenzhen metro travel card — pick up at Lo Wu station once you've crossed into China side - makes a nice little souvenir to take home with different designs. This will work like your Octopus card does in Hong Kong. Alternatively buy travel-pass tickets from the Kiosks or setup "Travel card" under Alipay and use phone to get around.
Europe (35): Andorra, Austria, Belgium, Bulgaria, Croatia, Cyprus, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Iceland, Ireland, Italy, Latvia, Liechtenstein, Luxembourg, Malta, Monaco, Montenegro, Netherlands, North Macedonia, Norway, Poland, Portugal, Romania, Russia, Slovakia, Slovenia, Spain, Sweden, Switzerland, United Kingdom
Asia (7): Bahrain, Brunei, Japan, Kuwait, Oman, South Korea, Saudi Arabia
Oceania (2): Australia, New Zealand
Americas (6): Argentina, Brazil, Canada, Chile, Peru, Uruguay
4 Things To Do Before Visiting Shenzhen (Lo Wu Border Crossing)