There are several points to note:
1. Take your ID card with you, or you can take it with you if you have a current all-in-one card of BOC.
It's very simple to fill out a foreign exchange purchase order for personal use. The bank staff will guide you to fill it out, which is stipulated by the State Administration of Foreign Exchange.
3. You can withdraw cash directly or deposit it in a current all-in-one card when you change MOP. The exchange rate fluctuates every day. If you exchange the real-time exchange rate for RMB, it's almost the same now.