"We don't trust them at all", said Denze Lai, a 27-year-old medic at one of the vigils.
Police have repeatedly denied any allegations of wrongdoing in relation to Chow's death. Police are still investigating the case.
Although the cause of his fall has not been determined, it deepened anger against police, who have been accused of heavy-handed tactics, including widespread use of tear gas and pepper spray since protests demanding democratic reforms started in June.
The Hospital Authority said the 22-year-old died Friday morning but did not provide further details. Protesters were seen hurling objects from the building. Thousands left flowers at the spot in which he fell at the auto park.
Chow Tsz-lok, 22, fell from the vehicle park on Sunday.
Suzette Foo, a superintendent of the Hong Kong Police Force, said earlier this week that police officers had fired 44 rounds of tear gas, 11 rubber bullets, three rounds of bean bags and a sponge grenade during operations in the Tseung Kwan O district near where Mr. Chow fell.
"There are accusations that police officers chased after the man before his fall".
The government expressed "great sorrow and regret" over Chow's death despite the fact he underwent surgery and treatment.
In Beijing, Chinese Foreign Ministry spokesman Geng Shuang, at a regular press briefing, refused a reporter's question on the incident, saying, "This is not a diplomatic issue".
"This isn't a diplomatic question so I suggest you ask the relevant government department".
"The district council election is a de facto referendum, in which all Hong Kong people can respond to the social problems, the unjust governance and the police brutality triggered by the extradition bill", lawmaker Tanya Chan said yesterday.
Chow Tsz-lok, 22, an undergraduate at the University of Science and Technology (UST), died on Friday after falling from the third to the second floor of a parking lot.
Prominent activist Joshua Wong said Mr Chow's death made protesters' demands for an investigation into police conduct even more crucial. The program was cut short due to the special circumstance.
"Hindering rescuers is attempted murder!" Student chanted as they marched in the campus. "We will be outraged if there is no acceptable explanation offered to us".
Millions of people have taken to Hong Kong's streets since June in the greatest challenge to China's rule of the city since its handover from the British in 1997.
Under China's "one country, two systems" formula, Hong Kong has retained freedoms from the colonial era not enjoyed on the mainland, including an independent judiciary and the right to protest.
The charges relate to chaotic scenes that broke out within a legislative committee in May as pro-democracy lawmakers tried to stop a controversial bill being discussed that would allow extraditions to authoritarian mainland China.
Pro-democracy lawmakers slammed the government clampdown as a calculated move to provoke more violence as an excuse to postpone or cancel November 24 district elections - low-level polls viewed as a barometer of public sentiment in the semi-autonomous Chinese territory.
At a separate event, around 1,000 people rallied in the city's main financial district, home to top-brand stores and malls, banks and jewellery shops, to protest against alleged police brutality.