Here's a link you might find of valuable assistance, as it offers a potted history of Oxide & Danny's backgrounds...

Danny & Oxide Pang

Additionally, from what I can gather from my as yet unwatched copy of SUNG HORN (aka OMEN), the Pang's wrote the screenplay on that one but did not actually direct it.

Hope this helps
Mike

Along with directing films in Thailand, the Pang Bros. are involved with many Hong Kong productions. Danny edited the Infernal Affairs trilogy.