Is data roaming free in certain Asian regions, like Macao or Hong Kong, if I have a European or Australian SIM card?

No, this is a common misconception and a significant roaming trap for travelers! While Macao and Hong Kong are geographically close to mainland China, they are distinct administrative regions. Your 'Roam Like at Home' (RLAH) plan from an EU or Australian carrier typically does not extend to these areas. Even if your plan covers mainland China, it's highly unlikely to include Macao or Hong Kong. Relying on your home SIM here will almost certainly lead to exorbitant international roaming charges. An EastESIM offers a far more predictable and affordable solution.