Why do Malaysians have Cantonese surnames? I vaguely know that Cantonese is quite widely spoken in Kuala Lumpur and the peninsular area of Malaysia.

Is this the reasons why many Malaysian colleagues have surnames that are common in Hong Kong? (i.e Khoo Boo Leung) 

Fong is also a surname used in Malaysia (Fung would be the Cantonese variant).
Historically, there were waves of emigrants from Southern China to Southeast Asia since 明 dynasty (1368-1644). So, their descendants shared the same Cantonese, Hokkien surnames with people in Southern China.

Then, the British empire acquired Hong Kong &amp; Malaysia in the 18th century. Both governments used the same / similar romanisation scheme to register people's names in English. That's why Malaysians with Chinese origin would have a Cantonese / hokkien surname, as those in Hong Kong.

As far as I know, there are subtle differences:

陳 - Chan (hk), Tan (my)

黃 - Wong (hk), Ong (my)

Edited, adding info:

Several books, in literary Chinese, had info about Southeast Asia &amp; China:

東西洋考

西洋番國誌

瀛涯勝覽

星槎勝覽

Read between the lines, you'll grasp the ideas :)