What kind of BBQ are you thinking? Like a grill or the kind where you have an open fire with your food on sticks which you poke over the fire?
The 2nd type are in parks in many locations around Hong Kong (depending on where is good for you). If you want some kind of BBQ grill to buy, erm, I saw one in a shop in Luen Wo Hui (Fanling), I'm sure they're around, maybe go to a camping shop (who of course wont have any in stock), but they might be able to order you one.