Never been to Shenzhen but as a Malaysian, it looks a lot like a roti canai, which is an Indian-influenced flatbread. There are frozen ones sold internationally

Never been to Shenzhen but as a Malaysian, it looks a lot like a roti canai, which is an Indian-influenced flatbread. There are frozen ones sold internationally (I've personally seen them in grocery stores in the UK and South Korea) so they may be available where you are. It might be called either roti canai or roti paratha on the packaging.