Gung On bending people is so super common la. I hear similar stories from some of my HK friends all the time, but usually, it's people getting arrested when they go clubbing / drinking and stuff.
Given that these kids were young (around 20 yrs old), I am not surprised at all that the gung on arrested them and tried to threaten them with drug charges. The thing is, they are really just after your bail out $$.
This is how Shenzhen / Dung Goon etc. is. You gotta know where to go / where not to go, and how it would have been better off had the kids just wrote off the loss from the robbery...
how about foot massage? last time I went to China (not Shenzhen though, it's Chungshan), foot massage is really cheap and service good (I tried the ones in Vancouver, it's uncomparable), why not?