"What's your Hong Kong phone number?"
Dropped the 的 implies closeness. It's not really possible to be close to a phone number
A native opinion: I am not sure what do you mean by close. Both are acceptable to me.
Let me change telephone number to wife to illustrate.
would sound more like your wife in Hong Kong (as oppose to your other wives living elsewhere , haha)
would sound more like your wife who is from Hong Kong (as oppose to your other wives of other origins)
Telephone numbers are used exclusively in an area and thus the 2 phrases have almost no difference.
香（spice)，not 想 (to think)。Both are xiang, but with different tones and different meanings