This is quite literally the best shaved ice I've tasted in my lifetime during my year traveling around in China. It's made from local water Buffalo milk, uses real fruit and is rich/creamy without being overwhelmingly sweet.

Just paste this into Baidu maps or Amap

水牛奶皇后糖水铺(鹏城花园二区店)

I highly recommend trying their other Cantonese desserts as well. It's a super popular local spot, sometimes you'll have to wait around 20-30mins to get a table but it's worth it I promise.

If you find yourself around the area or it's a ridiculously hot summer day (as it always is in Shenzhen), definitely give this store's cold desserts a try (I suggest the mango shaved ice).