No they don’t...
someone else dubbed New Zealanders as Kiwis...
I lived there 22 years and never called myself a Kiwi nor did my mother, father, grandmothers, siblings, aunts, uncles cousins etc ever call themselves Kiwis..
The NZ Air Force roundel has a kiwi on it:
How did you end up here?
I've been to Auckland...and there are many places I might like to live there.
“someone else dubbed New Zealanders as Kiwis...”
Probably an Aussie :)
Do you call yourself an Allblack?
I have 2 cousin in NZ and they refer to themselves as Kiwis. One lives in Auckland , the other one in Christ Church. Maybe your family doesn’t but some do. As to who started it, I have no idea, I am a Texan.