Anyway, one minute we are at the casino set and the next we are next to the Tin Hau Temple in Shek O.
I don't have my own copy, but have uploaded and image from wikipedia (link: http://en.wikipedia.org/wiki/Tin_Hau_temples_in_Hong_Kong#/media/File:HK_ShekOTinHauTemple.JPG).
From what I can see in the Cleopatra Jones screen grab, the temple has definitely undergone a renovation and it looks like the pictures at the front wall of the building have been changed. I think they might be tiled mosaics so I guess it's not too much of a job to change them - but the positions of the pictures haven't changed and neither has the general appearance of the place.
Just after she leaves the temple, Jones heads down the nearby street, in reality it's not too far away at all on Shek O Village Road. It's a night time shot, so not the clearest but some recognisable buildings can be seen.
The Streetview grab below shows the same place with the Chinoiserie-style white building on what, I think, is 405-407 Shek O Village Road (corrections welcome).
After this, Jones is cornered in a courtyard that, actually, could be anywhere but I have a sneaking suspicion it might still be in Shek O. The reason I say this is because one of the shots of the courtyard shows an archway at the back that looks like it says Ming Yuen. The Chinese characters are: 明苑 and you can see them at the back in the picture below (read R->L).
Now, there is still a building in Shek O that goes by that exact name. It's at #23 Shek O Headland Road but the area around it is rather now more developed so I can't confirm either way. So if there are any Shek O old-timers that can shed some light on this place it would be greatly appreciated and I have included a few more pictures of the courtyard below.