Can I leave my pension in the UK for a while before transferring it to New Zealand?

You can leave your pension in your fund in the UK for as long as you wish.  There may be benefits to doing this for you, such as, being able to take advantage of a future demutualization of your pension fund provider, or wait for an exchange rate movement.
 
However, if any part of your pension comes into annuity payment in the UK (i.e. you receive a payment from your pension fund) that fund is no longer transferable.