I have spoken to several people who did the interview.
Here's a basic rundown:
1. Know everything you can about the company- their routes, their fleet, management, etc. Know what kind of engines they use on their planes- this was asked to my friend.
2. Research Hong Kong/ China's history. This sounds weird, but they want to make sure you "know what you're getting yourself into." If you know nothing at all about HK, this will look bad on your part. For ex), they may ask "who is the president of our country?" "Why do you think you will fit in well in HK?" etc.
3. There are 2 important books that will help you out a lot- "Handling the Big Jets," and another book about the Cathay Interview process (I forget the name of the book, but both can be ordered off amazon.com or from aviationworld, in Canada).
4. You will be asked questions about aerodynamics, so know your stuff! ie) why do some of our planes have winglets, and others dont? what's the purpose of sweepback? What are vortex generators for? etc.
5. Cathay has put out a tv series (kind of like what SWA did with "Airline"). The show is called "Triumph in the skies." It is like a soap opera about life as a pilot, FA, etc at CX. If you can, research this show. From what I know, copies are only available in Mandarin/cantonese, but you can read about it on the net.
6. The interviewers will want to make sure your personality will fit in with Cathay's other people. They will observe you a lot- they will watch how you interact with other people and the interviewers. If you pass the first round of interviews, I believe they invite you to a cocktail dinner and party- this is still an interview!!! They will be watching you even though you don't know it. If you go, be on your guard at all times!
In any case, good luck. Be yourself during the interview, and always show enthusiasm towards joining "their team."