Cooks in Hong Kong don't have easy access to the variety of chillies you might get in places such as Sichuan province, India and South America - most markets here carry only two or three types. But whether you're using Thai bird's-eye chillies, the fiery habanero or the naga jolakia - said to be the hottest in the world - great care should be taken with them.
A raw, whole chilli can be touched and smelled without fear. It's only when you cut or break through the waxy skin that you need to watch out: the seeds, membranes and flesh contain juices and volatile oils that can burn on contact. The juices and oils are especially irritating to the eyes and mucous membranes - breathing in the fumes can burn the nostrils and if you handle contact lenses after touching chillies, the oil can burn the eyes. And gentlemen, if you work with chillies and then use the loo, you might become 'hot and bothered' in an unwanted, extremely painful way.
Most cooks advise wearing a disposable rubber glove on the working hand to prevent skin contact. This works if the glove fits fairly well; for those of us with small hands, it can be unwieldy (I always end up accidentally cutting off the fingertips with my knife and then have to pull out bits of latex from the food). If you can find them, tight-fitting rubber 'finger condoms' (designed to keep water away from wounds) work better - you should only need to wear two: one on the thumb and one on the index finger.
You can also avoid contact with the cut parts of the chillies by simply working carefully. Leave the stem on the chilli as a handle. Use a sharp knife to slit the chilli lengthwise down the centre, leaving the top (about 5mm or more, depending on the size of the chilli) intact. Use the tip of a paring knife to scrape out the membranes and seeds. If you want it in very thin pieces, cut lengthwise until each half is shredded, keeping the stem end intact. Hold the stem end and use a sharp knife or kitchen scissors to cut the chilli into pieces.
If, despite these precautions, you wind up with burning fingers, there are many 'cures' to alleviate the heat. With the milder types, just wash your hands over and over in soapy water - use cool water because warm or hot water can exacerbate the burning sensation. Soaking your fingers in cold milk or fresh lemon juice is said to be cooling, as is using a paste of baking soda and water.
All of these are stop-gap measures, though - they tone down the burn but don't immediately stop it and the heat can linger for days.