It's not even 'can't do this on a holiday visa' - it's 'can't do this without a permanent visa'. (And unless you're an actual citizen, you can't own or invest in a prostitution business.)
In NZ, the definition of a brothel is "any premises kept or habitually used for the purposes of prostitution", so a single person incall location counts as one. Although anywhere with fewer than five workers doesn't have an "operator" if they retain control over their earnings, there are still rules you need to follow.