A male Dan, or Qian Dan, is a female character in Chinese opera portrayed by a cross-dressing man. The documentary My Way depicts the dreams of two Cantonese Opera actors, Hau-wei Wong and Wing-Lun Tam, and their desire to become male Dan. My Way follows them over seven years, from 2004 to 2010, as they encounter various difficulties on the road towards their dreams. This documentary makes people think, "Which way is it? Are Wong and Tam on the same path?"

The male Dan is a tradition in Chinese opera, especially well-known in the Peking Opera. One of the most famous male Dan in modern history is Mei Lanfang (1894-1961), who was popular in the early 20th century, not only China but also in Europe, the United States, and in other parts of East Asia as well. Mei was famous for portraying female characters, "Dan," usually playing the female protagonist. Because Mei toured around the globe as a male Dan, his popularity left people with the impression that male Dan are a common practice in Chinese opera. However, the practice varies in regional theatres, and Cantonese Opera has no such tradition. In Cantonese Opera, male impersonators are often more popular than female impersonators but sometimes both the male and female leads are performed by women. One of the most famous couples in Cantonese Opera was Maestra Kim Fai Yam (1913-1989) and Maestra Sheut Sin Bak (born 1926), with whom Wong compares Tam and himself. It becomes an interesting comparison given that Tam and Wong comprise a couple played by men, whereas Yam and Bak are both women. The "way(s)" that Wong and Tam desire to take are, consequently, not conventional ways.