Some reviews on Tripadvisor:
Turbojet HK Airport to Macau - TurboJet, Hong Kong Traveller Reviews - TripAdvisor
I found it to be better than some of the reviewers. It's not a nightmare or chaotic as some have described it. It's just that you are doing it all for the first time and most of your fellow travellers have done the trip heaps of times. You just take it all in your stride.
I travelled on the Turbojet service from HKIA to MACAU in September. It is direct, convenient and probably the best way of travelling between the two (not having to pass through Hong Kong city and do customs/immigration twice). I caught the 1700 service, having arrived from BKK at about 1500. On arrival from your flight, go to direct to Level 5 (remaining airside) and purchase the ticket from the Turbojet counter at least 60 minutes prior to the next Turbojet departure. Accesss to the escalator down to the "train" (which whisks you underground to the wharf) is controlled and they only allow those ticketed on the next ferry to proceed.
If you are due to arrive at HKIA at about 1745, there is a service to Macau at 1950. This is plenty of time.
You do not go through customs/immigration at HKIA. You are effectively in transit and remain airside. On arrival at HKIA, do not collect your checked baggage. Proceed direct to the TURBOJET counter, show them your baggage receipt and buy your ticket. You will collect checked baggage on arrival at the terminal in Macau. You do not see your checked bagged until after arrival in Macau, at Macau customs/immigatation.
Don't worry about the checked baggage. It's sent through the HKIA baggage sorting system to the Turbojet wharf where the staff load it without you accessing it. That's why they need your baggage receipt details at least 60 minutes prior to departure for Macau.
There are currently seven direct Turbojet services each day, operating at about two-hourly intervals during the day.
Turbojet website:
TurboJET