Sounds like someone's a tad excited.
It appears you just need a ticket to an on-going destination i.e. back out of NZ. It doesn't need to be back to Bermuda because tourists often go on to Oz or elsewhere when they leave NZ. So, having a cheapo onward ticket to Oz should be fine and the cheapest option. You would need to have a visa to visit Oz, but in the unlikely event you're asked about this on entering NZ, just say that you'll get it in NZ nearer the time. Just don't forget that, to be entering NZ on VVs you need to behave as though you're on holiday, not staying (hopefully) permanently, so leave the kitchen sink behind.
I have heard about this 'proving you have enough funds to pay for an onward ticket' thing before, but I'm not sure of its validity. I'll have to do more checking.
Edited to add: the general opinion seems to be that you would need an ongoing ticket. Occasionally there's conflicting opinions on this, but it's better to be safe than sorry.