No, I didn't go to the Sunday market on Gayah street. I only went to Jesselton pier once
You are right, it's so cheap. Here for example, one pound of lobster is about $20/15 Euro (75 Ringgit), I found it was cheaper in Sabah.
I liked being there though, it is such a nice place! I went to the animal park too, which I saw featuring in your About Malaysia blog.