The pasar malam is quite easily to find. Went there last night. Wasn't sure where it was but just try my luck as I brought my colleagues with me for it.
I went out from Sotong House entrance... (near entrance, you find, Mr Youtau, Breadtalk, Season, Tesco, etc...) go out of the entrance and turn left. You come to a junction and turn left again which leads you to an uphill road (somewhere near the peak, you will see a "SK" round sign board. Walk all the way up the road (surrounding KSL building). It was around 5.30pm and I saw to guards with a stand blocking the road and some tankages set up. So I knew I hit the jackpot.
On the way back, I found out that the other entrance of KSL where you will find the KSL Resort entrance next to it (the usual S1 shopping bus stops here any other day except Monday due to Pasar Malam). It is one level above Tesco, if you get out from this entrance, you will see the near end of the night market. I walk through the entrance and get down back to Tesco netrance to take S1 bus back to JB Sentral.