Before I have birdwatching as a hobby, I have hiked in many rural areas in HK for 20 years. Maybe I can share with you my experiences about the safety in the wild.
Hong Kong countryside, frankly, is not 100% safe, esp before 1997 when more illegal immigrants (II) came from Mainland. That's why you often heard robbery happened in Northern NT like Luk Keng, Sheung Shui or Fanling.
However, as China is becoming more and more prosperous, number of IIs has decreased drastically so comparatively hiking in Northern NT is much more safe than before.
On the other hand, there is still some safety concern for individual hiking/birdwatching in some areas, esp those country parks that ARE EASILY ACCESSIBLE TO URBAN AREAS. Cloudy Hill is very close to Tai Po Market. Lion Rock, Tate's Cairn, Beacon Hill, Kowloon Peak even have roads connected and the robbers can escape easily. Other smaller areas with frequent and consistent morning hikers and the elderly who exercise are also more vulnerable.
All in all, I still do not suggest one goes hiking/birdwatching in uncommon rural areas esp for those more remoted ones. The more important concern is your physical problem or injury that may occur during the hike/birdwatch. For common birding areas as what Brendan said, it should be all fine even you are alone.