Exit Ross Alley onto Jackson Street and walk one block east to Stockton Street. This is where Chinatown residents actually shop. Grant Avenue is for tourists. Stockton is for groceries.
The sidewalks overflow with produce bins, tanks of live fish, and stacks of dried goods. Good Mong Kok Bakery at 1039 Stockton is the essential stop. The char siu bao (BBQ pork buns) are among the best in the city. Expect a line. Cash only. A few buns will cost you less than five dollars.
Take a few minutes to walk this block slowly. The herbalist shops with walls of tiny drawers, the roast duck hanging in windows, the grandmothers with wire carts navigating the crowds. This is the living, working heart of the neighborhood.