Yeah, that would be difficult. I returned to the UK and did it all from there, but we were planning to be there anyway. Maybe getting a UK based friend or relative to do all the posting would work. Either way, it's a pain that it all has to be done in the UK.
I can't speak for New Zealand, but we had to get our UK marriage certificate legalised and then certified in the UK before we could use it for getting dependent extensions. Hopefully your Embassy can do it here!