let me share mine... although is not at PJ, but at wangsa maju.
Nearby to where I live.. last time when I was still at my standard 5, I used to walk with my mum to nearby store buy goods at night.
There's this particular night i was walking ahead of my mum towards a big parking lot nearby as well. That time i definitely saw a human shadow figure walking towards a thin tree, & it just vanish like that. No matter how skinny you are, if you hide behind the tree you still visible one. I told my mum on the stop & she was freaking out. haha.

My second encounter was at my secondary school time. 1 night on the Chinese ghost festival event, every year me & my friend also went to the parade, also nearby my housing area. Then there's this particular night after we finished walk the parade we go to a taman there lepak a while only go home, on the way we walk back home at the taman. I realise there is a person that was walk behind us. But my other 2 friend doesn't realise that & I thought is a human. But NO, another moment when i turn my head back & checked its not there anymore, on this split second i turn back my head in from of the road, i saw this thing appear as a mist was walking pass my side & towards on front & vanish just as so.