The opening scene of the film takes place as two different factions of workers - drivers and labourers - argue over who should get what kind of work and the tense situation is tipped over the edge by a gormless chef (Eric Tsang) as he runs into the room carrying a chopper whilst trying to chase away some vermin.
The location of this scene was areal life restaurant called the 六國飯店 (Luk Kwok Jau Dim - the best translation is "Six Nation Hotel") - not to be confused with the same-name establishment in Hong Kong on which The World of Suzie Wong was supposedly based.
The entrance we see at the beginning of the film was located on Rua de Cinco de Outubro, just off the western end of Avenida de Almeida Ribeiro and this is the same entrance that Eric Tsang's character falls down as he runs away from the brawlers at the end of the scene.
I'm not sure what happened to the old block, but I suspect it has been torn down. Thankfully GoogleEarth has an image from 2008 which can be seen here (Chrome needed). But it appears that the restaurant closed circa 1990 - this could explain why the film crew were able to use it for filming - perhaps it had already closed by then? The entrance on Rua de Cinco de Outubro was blocked up and the byuilding appears to have sat empty for a long time. It's just another to add to my to-do list for when Macau finally opens up to non-gambling tourists again (who knows when?).