How do one buy shares listed on Hang Seng Index? Can i buy through local brokerage accounts?

You can purchase stocks listed on the Hong Kong Stock Exchange through local brokerages like OCBC Securities, Phillip Securities, Maybank Kim Eng, KGI Securities, Saxo Capital Markets, CIMB Securities, Standard Chartered, UOB Kay Hian, DBS Vickers and Citibank.

However, it would be wise to consider the fees that you might incur when buying stocks. These fees include commission fees, currency conversion fees, custodian fees, clearing fees and taxes from handling dividends. ( https://blog.seedly.sg/the-ultimate-cheatsheet-... )

You can also consider opening an account with foreign stock brokerages.

Check if your brokerage has access to Hong Kong Markets also known as Hang Seng or HKEX.

I suspect most brokerages will automatically have access. The next step is to do a search for the shares you want to buy by searching the stock code.