I'm pretty sure the laws in NZ have entrapment laws that are similar to other western countries. As such, even if this was a 'sting' that he set up on his own accord to try and be a big hero, it wouldn't go too far since it's illegal.
Chances are he's actually a dirty customs officer, which also makes him a total idiot for texting you instead of calling. It'd probably be a safer bet to cut your losses. BUT If you wanted to have some fun, you can tell him you recorded your voice conversation, texts, etc. Say you will be forwarding same to a lawyer as well as his upper management.
DO NOT mention the option of him forwarding your product in place of this, otherwise it pulls you into a blackmail scenerio where, even if he's breaking the law, you can get dicked around. Present yourself as basically a chump wanting to do the right thing. See if he takes it upon himself to clear the package on his own.