Basement Floor of MIDVALLEY MALL. there are two changers virtually next to each others that offer by far the best rates I have found anywhere in Malaysia. those two places are very busy (in most cases many people queuing up, which is always a good sign), and there is a permanent flow of cash, so there is a good chance you can get a decent rate for yout TWD.
they are located next to a smaller side-escalator leading to the ground level. Not TOO difficult to find, just walk along the basement level and sooner or later you will see them, not far from the main Carrefour entrance. Both changers offer virtually the same rates