Phew, I looked into this just a while ago as I had no clue they had been changed until I went to the bank and bought some pounds. I thought they were giving me 'funny money'.
I have a couple of older ones and thankfully will get to the UK to use them before they expire. But yes I think banks will continue to take them off your hands for a while, after that you literally do have to get them to Threadneedle street yourself.
If you have any, now might be a good time to take them to the bank / bureau and exchange them for NZ dollars - I don't know if they would do a straight swap for shiny new twenty pounds to avoid exchange losses, but it might be worth a try.