When I was in the UK circa 2002 there were people who used to get caught out by T&C in either the cross channel ferries or Eurostar (I don't actually remember what one is was) who would sell cheap day return tickets for cheaper than one way tickets - with the catch being they reserved the right to charge you full fare if you didn't use the return journey on the same day. People who had paid by credit card for these tickets suddenly found a surcharge on their credit card bill!
Technically you haven't paid entry fees into NZ if you simply short check your bag, so technically you in a the wrong if you do enter NZ.