You should definitely use a VPN in Hong Kong and Taiwan. China still controls Taiwan, but internet censorship is far less intense. Popular sites can be accessed without a VPN, but it’s still in your best interest to use one for data security.
In Hong Kong, internet regulations are much freer. Still, after the 2019 protests, there’s a chance that internet freedom could be restricted in the future — multiple VPN providers disabled their Hong Kong servers to protect their users from new security laws. I suggest using a VPN to keep your internet unrestricted.