Yes, the Probate Registry will not return certain documents, like marriage certificate or birth certificate after their submission. However, these documents can be obtained from upon payment of a fee. So, you may apply for a certified copy and then submit this certified copy to the Probate Registry.
For a certified copy of a Birth Certificate, application can be made to The Births and Deaths General Register Office (生死登記總處) : HK$140
For a certified copy of a Marriage Certificate, application can be made to the Marriage Registration and Records Office (婚 姻 登 記 事 務 及 紀 錄 辦 事 處) : HK$280
You may do it online too, please see:
http://www.gov.hk/tc/residents/immigration/bdmreg/applybdm.htm