Never shipped to NZ but I have shipped to Australia. It's a pain.
You can find the info you need for USPS international shipping
here.
There are several things you need to make clear with your customer, which he may or may not already know. First ask if he's bought from a US maker before, and how that went.
Make sure your knife is legal to own or import there! There may be a whole slew of forms that need to be filled out.
It's gonna be
pricy.
Do whatever you can to track it, get signature-required delivery, etc.
All customs fees, taxes, etc are
his responsibility.
You can and should insure the package to the hilt, but once it leaves the US you have basically no recourse if it gets lost, stolen or seized in customs.
Be careful how you accept payment; no matter how many hoops you jump through and how many agreements you have with the customer, if the knife disappears the customer could still do a chargeback. They're really hard to fight and you could end up out the knife and the money.
Pack it like it was a human child (except it doesn't need airholes

) - I recommend getting a piece of pink foam-board insulation; cut one piece with a hollow in the middle to hold the knife, and two more to sandwich it on either side. Then pack the whole thing normally.
Many makers simply refuse to ship to certain countries. Do your homework, and Good Luck.