I started pilates during my 1st pregnancy for the same reasons and found it effective, so continued afterwards. With my 2nd pregnancy had less time, but still continued.
Ruth Hogg - Tuesdays: 12.45 - 1.45pm @ Yoga Central, 4/f, 13 Wyndham St, CENTRAL -
pilates@rhplus-studio.com or 28 55 00 51.
Or in Discovery Bay there's a class on Wednesday at 12 mid-day with Claire @ Movement Improvement.
http://www.movementimprovement.com.hk/
I believe there's a studio in Stanley too, but have never been.