Buying Euro cash ..

Some would say it's all part of the cost of international travel. Harden up.

Two possibly solutions:
1) Take an NZ based credit card from your current bank, and withdraw euro's from an ATM when you get their. You get done for some fee's, but not necessarily any worse than the banks FX rate. Worth looking at.
2) If you are going for a reasonable length of time, or planning to move their, set up a Euro account, and use an FX platform to trade NZD to Euro at a rate you want. I use OandA.com, but there are a couple of other reasonable FX trading platforms. HSBC are the most likely to do a non-resident bank account. The big advantage with this is you have choice when you make the trade, and at what rate. You can even load a trade and have a trigger exchange rate. Or watch the financial markets and wait for a good time to sell.

I would expect this option to be less BS than trying to buy euro cash from a bank in NZ. Slightly safer than carrying big $$$ on your person too (muggings etc).

And remember Fish's rule of cash - have more than one source of accessing cash with you when travelling. I always took a small amount of cash in a wallet with nothing else in it, incase I was mugged. A larger amount of cash and a main cash card (credit card normally) in a money belt pinned to the inside thigh of my jeans. If I needed to pay for a big ticket item (normally flights) I'd ask to use the toilet and get my money belt out of my jeans. AND a bank card from a seperate NZ bank kept somewhere else, like in my bag or hotel room. If you get 1 bankcard nicked and need to cancel it, the bank always cancel all of your cards, so you are stuffed, can't pay for dinner or anything. If you have a seperate card from a different bank, you can still pay for dinner and a bus ride to the nearest place you can get a replacement card.

Bearing in mind I was doing this while travelling in Bolivia during a major military coup, and in the back of Loas by myself. BUT, the only time anyone I was travelling with anyone who got mugged or pick-pocketed was in Europe... Europe has a lot of desperate migrants etc.
They don't have petty crime in Loas, just a lot of unexploded landmines and bombs curtesy of the US.

Yeah, but you can get the cash in country, before you get to the village. You don't need to get it from NZ. Bearing in mind there is not a lot of demand for euro cash here, but there is plenty of it as soon as you step off the plane.

Haha, yeah.
I went up to Phonsovan and the Plane of Jars. Did one of those tourist tours of a village where they used bomb casings for all the upright supports in their huts and anything else they needed.

There was a large bomb on the side of the road, in a ditch (fairly much in the middle of the village). I stood it up on end and got a few selfies with it and then dropped it back into the ditch.
A wee while later, I asked our guide how you know the bombs are defused. Other than the detonator on the nose, you are supposed to take the primer out of the middle. Turns out the bomb I was throwing around was still live...

I developed a real phobia of walking on grass after my time in Loa. When the bus would stop on a long trip, all the men would line up on the side of the road, standing on the tarmac, pee-ing into the grass. You wouldn't ever walk on grass. You walk always follow a path or well worn track. I went to England after Loa and was staying with a mate in Windsor, so I would go running in Windsor Great Park, all manicured English Country Estate lawns with Oak trees and the Queens Guards and all that. It took me weeks before I was comfortable walking on the grass again, I would only ever run / walk on the paths and roads...

When we were in Phenom Penh, we road our motorbikes to a local military base. The soldiers had a racket going where they would let tourists shoot stuff in the firing range to make a bit of cash from all the left over ammo after the war. Had a go with a colt 45 (couldn't hit the side of a barn) and an AK 47 (sprays enough bullets to make anyone duck). They were trying to convince me to have a go with an RPG, for $200 us. The target was a cow, and if I got it, I kept it. There was no way I'd get the cow first time, so I was trying to barter them down to a goat for $70 us. They weren't keen. Never did fire the RPG.

I buy the odd bit of FX, apparently I joined the 1 million plus per annum club last year according to a recent email from my FX people.

I used to use the bank then got bigger and put the squeeze on them. They opened their treasury benches so I could trade more direct at a lower cost but that was hard work. So I used dedicated FX mob who got brought out by another local mob who then got brought by XE. Each time the margin we got charged deceased, mind you buying was increasing so that also helped lower the margin.

Go speak to them of another like them. Some will do deals where you leave your funds here but give you a pre-determined rate for withdrawals...and across a range of currency's.