As it stands you don't do any CPL training in NZ on the Wings scheme, it's all done in the UK on G-Reg aircraft. NZ is PPL/Night/Hours building/Multi.
Don't know what the deal is on medicals though when over there, when i was going through they accepted our JAR Class 1 medical and issued a class 2 NZ medical on that basis. Ring them and ask
WBV