I should add that, even as a visitor, if you flew in to HKG I think it was twice in six months or a year then you could ask Immigration for a barcode on your passport which you could then use to swipe in as if you were a local. You couldn't get that sticker from the Macau ferry but once you had it then it worked there too. Saved a lot of time.
No reason at all why Thailand couldn't offer something similar.