So far 100% no problems either.
Shenzhen: SwissHotel, Kempinski, New World Hotel.
I usually tell the girls to stick with me, and not to trott 3 meters behind me after getting off the taxi.
When passing the security guy, I smile and we walk straight to the elevators.
If you are back early and the Hotel Bar is located somewhere on the upper floors and is still open, you can always say that you just go to the Bar.
But as I've said, never had to pull that story.