9 nights is a lot for Hong Kong, so a trip to Macau is definitely feasible. I'm not a huge fan of Macau though, a day would be enough there in my opinion. They do have the famous egg tarts, so that's worth it I guess because those things are delicious
I've been there twice and am going for a third time this year. I always stay on the Kowloon side somewhere around Tsim Sha Tsui (TST) or a little north by Jordan Road. Accommodations there should be cheaper than on the island itself. If you're in Hong Kong or Kowloon, the public transit is easy to get to. Their metro is fantastic.
The food one is tough because there are so many little places. Really just walk around and step into little shops that look good. If you see a busy noodle place, dive in and be prepared to share tables.
My one recommendation for food would be this.
https://en.yelp.com.hk/biz/%E7%A5%A5...%99%E6%B8%AF-2
Fried soup dumpling, and they have an option with truffle that is ridiculous. Also, directly across the street from this place they have the Portuguese egg tarts mentioned above. I'd recommend both
highly.