Macau, a former Portuguese colony, is full of these pastries. This may be how they entered China...

Indeed, they were popularized in Hong Kong via Macau:

    Custard tarts derived from the Portuguese pastry were
    introduced in Hong Kong in the 1940s by cha chaan tengs
    via the Portuguese colony of Macau.

https://en.wikipedia.org/wiki/Egg_tart#History

I have been told by Chinese acquaintances that you can get them all over Shanghai. Not sure if it is true.

I think it's true, I heard also that they are quite easy to find in China.

Other places where for sure you can find them:

Paris (and other cities in france), Brussels, Luxembourg, Newark (US), Toronto, Petersham (Sydney), Poland (at Biedronka, a Portuguese supermarkets chain), Macau and other Portuguese ex-colonies.

And many cities in Germany. If it would just for them I would never be homesick. :)