There are actually three piers along the Kwun Tong waterfront: a public pier for the general public to embark/disembark from private vessels, the vehicular ferry that is used for transporting dangerous goods across the harbour (too dangerous to be taken into any of the tunnels) and the ferry pier from where the scheduled cross harbour ferries run from. It's the latter that was used for the supermarket scene and here is the reminder.
If you look at the background in the second picture you can see the entrance to the pier. Also it looks as though the film crew had slapped some blue paint on a few of the columns of the pier to make it match the livery of the fake supermarket. More on this in a later post.