My experience is that you'd better not!
I think the custom people all know that the chinese moon cakes can contain
egg yolk which is an animal product.
I have been checked by the custom in my check-in luggage and they literally
broke open every single mooncake and check if an egg yolk is contained -
almost fined me a few hundred dollars too. Even if you don't bring moon
cakes with egg yolk in them, they will still check and I don't think you
want to eat broken mooncakes afterwards....