It is possible. While an NZ staff is at the end of the airbridge directing t'fer pax to the holding pen we just ignored and went past. Immigration doesn't care.
On Friday queues at immigration, customs and security were not particularly long (I've seen much longer at all three places), however we still only just had time for a quick shower in the lounge (boarding was about 10 minutes after we arrived) - and lucky there were enough free showers. There were 3 of us in economy who did this, plus an unknown number in business.