Privately-run gambling businesses are illegal in Hong Kong, but there are legal Mahjong schools for people to ‘learn to play’ Mahjong… but you probably can guess that most people who are ‘learning’ Mahjong are actually experts.
There are not many licenses issued for Mahjong school though; lots of it can be found in Yaumatei-Mongkok area.
I passed by this one on our way to Temple Street near Jordan and Yau Ma Tei. Just beside the entrance is this giant banner teaching the basics on Mahjong… I guess they were trying their best to make it school-like :)
Mahjong school in Yaumatei, Hong Kong