I've been to the Amazon Brazilian BBQ in Shekou once, and it was pretty good. You can eat unlimited BBQ food and get lots of icecream etc. Not all BBQ food was equally good, but overall a good experience and not too expensive!

Address: 

Location 1: Lower level, Citic Plaza (Zhongxin Guangchang) Luohu 2594 1188
Location 2: 117 Sea World, Shekou, Nanshan 2668 3388