Importing into NZ is legal. As you mention, the possible difficulty is getting the supplier to ship / export. Comple and onerous regulations with hefty penalties scare many off from applying for export licenses allowing them to export. However, there are a few appropriately licensed firms that do export. One I'm willing to recommend because I've received good service with a couple of consignments is Reloading International in Oregon. They stock a range of reloading components, including some projectile brands, and could possibly help. If your plan is to obtain a brand they don't handle a prior enquiry asking about that, and what fees they might want to charge, is probably best.
Over the years I have imported bullets for personal use numerous times, mostly using USPS, which has been reasonably priced and reliable. However I suspect this is no longer an option sadly. I think some new US regulation was introduced earlier this year and shipping shooting related items with USPS is now prohibited. Actually, I need to contact Reloading International as I have some Barnes bullets I bought froma friend that I need to ship at some stage.
Best of luck with your plan.
https://www.reloadinginternational.com/
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