there are people do not believe the internet world and purposely use proxy program / other privacy program to maintain its anonymous status.
as the owner / webmaster, you have the right to allow who can visit your site. BUt i would suggest to state a clear policy for NOT allowing non-HK IP or proxy programs.
however, it would be difficult to manage given the significant amount of traffic. but a clear policy always provide a clear guideline to everyone before your enforcement action.