DID you know that contrary to popular belief, Wham! was not the first Western group to tour China after the cultural doors opened? No, that honour went to Irish traditional group The Chieftains, who later produced a recording called The Chieftains in China. Two members of the band, oileann pipes player Paddy Molony and harpist Derek Bell paid a visit to Hongkong this week, leaving yesterday for a three-week tour of India, and declared a strong interest in playing Hongkong again this September. The group sold out three nights at the China Fleet Club in 1983 and, according to Molony, who stayed at the Nikko Hotel, they want to get re-acquainted with this part of the world. Molony said that the last time they were here their luggage fell out of a taxi in the middle of the cross-harbour tunnel - fortunately, the instruments emerged unscathed. The Chieftains, who most recently linked up with Elvis Costello, have six Grammy nominations pending for their latest country and western release. It should be an interesting night in Hongkong, should promoter Andrew Bull decide to delve the unchartered waters of folk here and go ahead with it - because The Chieftains are currently working with Roger Daltrey of The Who fame. ''He would come with us, of course,'' said Molony. ''He sings a few numbers.'' Well, why not?