It's best to ask permission if you want to photograph someone, especially if you are working in close. Engage them before you pull out your camera. Learn at least how to say "hello" and "May I make a photograph" in the local language—just showing that you've made a little effort helps. Explain to them what you want to do and what it is about them that made you want to make a picture. If approached in an open and friendly manner, most people will be agreeable—many are flattered that someone has shown an interest in them and what they do. In places where there's a lot of tourism, you may run into people who are tired of being photographed—many tourists are not courteous enough to ask permission, and local people can come to feel abused and exploited. The only way to overcome this is to spend time with the people or to go to parts of the place less frequented by tourists.
My still-embryonic idea is to enlist the help of a local acquaintance who would wear a cheongsam (aka qi pao), and take the role of a sing-song girl. The photo shoot would take place in the streets of Yau Ma Tei, and in the parlor itself. Whether the parlor would allow it or not is an open question that will be answered when I'm there. The owners and clients seemed very laid back when I made these photographs.
You cannot always ask permission, of course. If you are shooting a street scene or a wide shot of a market, you can't run up to everyone and ask if it's OK. In general, people do not mind this sort of photography—it's only when they're singled out that they get uncomfortable. But not always. Be sensitive to the scene in your viewfinder. If people are getting nervous, ask permission or move on.