did my initial in sept. and my final interview in feb. all the above mentioned books are good, but the best one i found was a new one called Airline Interview Questions Explained by Captains ABC. this book has a big section on cathay and has all the answers to the questions. you can order it from
http://www.bookworm.com.au, just do a search for interview prep book.
also
http://www.pilotcareercentre.com does interview prep seminars. it's kinda pricey, but i felt it was worth the money as it made me much more confortable in the interview. they have very current info on cathay.
if you do get to the second round in HK i would strongly suggest getting some practice time in a B747-200 sim. the sim ride is the most important part of the final interview and it is what washes most people out. coastal pacific aviation in Abbotsford is currently running the old Air Canada B742 sim (non-motion) for $250/hour. puts a dent in the pocket book, but a worthwhile investment if it lands you the job with cathay.
http://www.pprune.com has plenty threads on the cathay interview process under the fragrant harbour wannabees section.
hope this helps, good luck!
PJ
