In the original script, when Nick Chen walks in on Henry Vu being fed grapes in the bath, she was supposed to be giving him oral sex. Chow Yun-Fat said that Chen would not continue a relationship with May after witnessing this act, and the grape-feeding was suggested.
The close-ups of Chow Yun-Fat shooting a criminal at point blank range with a small revolver (as in the opening, and massage parlor raids), were directly inspired by the famous photograph of a Vietnamese soldier committing an execution.
The trivia item below may give away important plot points.
In the bathroom scene, where Chow Yun-Fat reacts to finding out that Mark Wahlberg is working undercover, the script called for him to break mirrors and knock a hand-dryer off the wall. This was decided to be an American response, with physical violence, and so the breathing technique was used.