Yes, the consulate general is authorized to sign and stamp life certificates.
The applicant must visit the consulate in person and bring a valid photo ID, preferablly a passport or a HKID. Life certificates are signed during office hours, weekdays at 9-12. No appointment needed.
For more information please visit the Swedish Pensions Agency's (Pensionsmyndighetens) webpage
Sweden has diplomatic relations with almost all states in the world, with embassies and consulates in around half of these. Sweden's foreign representation consists of approximately 100 missions abroad and 350 honorary consulates.