Just got back. There are several entry points the Shenzen from. Hong Kong. I went through Lok Ma Chau. They did not fingerprint there. They have something different. You go to a kiosk that scans your passport and takes a picture of you at the same time. They are collecting facial recognition data which is going to be more efficient long term. Other entry points may be fingerprinting.

BTW I have a Hong Kong ID card with biometric data. I just need a thumbprint to enter or leave.

I go there tomorrow.