Change GEP sponsor before entering and working HK (Hong Kong)

Hi all,

I got a visa question, but it is a rather complicated case. Couldn't find any information from immigration about this. So I hope someone here knows the answer.

The story goes like this:
I got offered an employment contract by company A. We filled in immigration documents to obtain a HK work permit, called GEP. However, company A wasn't very responsive at all as they didn't respond to my emails. So I forgot about them.

In the mean time, I got positive interviews with company B in HK. No contracts are signed but we are getting close.
Recently, all of a sudden I got an email from company A again to tell me that my GEP visa is approved.

Honestly, I don't wanna work with company A anymore. So company B will have to apply for a work permit for me.
Do you know if it would be a problem for me if I have an approved visa sponsored by company A, never worked for them a single day, and then want to get sponsorship with company B?

Curious to know your thoughts.

Thanks