Supported by the HKSAR government and led by the Hong Kong Culture Association, Sun Wah helped push the establishment of a permanent site for the Hong Kong Shaolin Wushu Culture Centre at Tai O, Lantau. Sun Wah initially donated HK$1 million for its establishment. Dr. Jonathan Choi was appointed Chairman of the Centre in 2004 to spearhead the project. Under the leadership of Dr. Choi, in August 2004, the HKSAR Government granted a piece of land to convert the former Tai O Public School and the former Tai O Fish Marketing organization office into a Shaolin training centre. The Centre aims to educate young people of Hong Kong through the provision of training Shaolin kungfu and its philosophy, thereby help build a healthy mind and body. 

A ground-breaking ceremony was held on 29 August 2004. Mr. Ye Xiaowen, Director of State Administration of Religious Affairs of the Central People's Government, Mr. Li Kang, Deputy Director of the Liaison Office of the Central People's Government in HKSAR, and Dr. Patrick Ho Chi-ping, Secretary for Home Affairs of HKSAR and Abbot Shi Yong-xin of the Henan Songshan Shaolin officiated the Ceremony. In July 2005, Dr. Choi successfully applied from the Hong Kong Jockey Club Charities Trust HK$18. 94 million for its construction costs. The Centre was officially in service in mid July 2006, and celebrated its grand opening on 6 September 2007, with an unveiling ceremony attended by top officials from Hong Kong and PRC, Consul Generals from 25 countries in Hong Kong and more than 150 guests. Dr. Choi donated a total of more than HK$4 million to support its development. 

In addition, Dr. Choi initiated the staging of "Shaolin in the Wind", a masterpiece combining drama, martial arts and classical dance originated from Henan at the Hong Kong Cultural Centre from 13-16 September 2007. Performed by more than 100 martial artists and dancers, this large-scale production helped raise funds for the Centre.