They claim they have been treated like "second-class" citizens by the Defence Force and that the insensitive handling of Malone's funeral arrangements caused unnecessary stress on the family.
And they say they were misled about the Defence Force's role in Afghanistan, claiming Kiwi soldiers were put in a treacherous situation that they were ill-equipped to handle when they were supposed to be peacekeeping.
Problems for the family started almost from the moment they heard the news that Malone had been killed. His brother Pete Malone says they have been treated like "grunts in the army".
His mother, Helen Thomasen, and four brothers believe the strain of his death, coupled with the military's rigid approach to funeral arrangements, led to a bitter falling-out between Thomasen and Malone's partner, fellow soldier Kate Johnston.
It's a rift Malone's family say they want to heal.
The family still have unanswered questions about how the war hero died. His brother and mother were among the bereaved family members given a private briefing before details of the biggest firefight since Vietnam were released to the public in June.
On the day of the battle, Malone was assigned to one of four patrols responding to a call for help from the Afghan secret police, who had come under fire while trying to detain a bombmaker in the treacherous, remote Baghak Valley.
His patrol was first to the scene, and had met friendly NDS forces - plainclothes secret police, almost indiscernible from the enemy.
They were on the ground for about six hours before commanding officer Major Craig Wilson arrived.
According to details given to the family, while Malone was briefing Wilson, he saw an insurgent and started shooting at him over Wilson's shoulder.
Wilson suffered a gunshot wound to an artery in his arm and, bleeding heavily, was dragged to the back of the Humvee by an unnamed officer and Malone, who had also taken a bullet in the leg.
Then, for some reason, Malone got out of the Humvee.
"I don't know if he was ordered to do that or not," says his brother.
Seconds later, Malone was fatally wounded.
His brother believes the military hierarchy sent New Zealand soldiers into a situation they were ill-equipped to handle. A Court of Inquiry into the battle found the firefight was problematic because of the loss of two commanding officers early on.
"No one commander had the whole picture," the inquiry report said. "Despite this, there were good examples of small team leadership throughout the engagement and the subsequent actions."
"Once that chain of command was taken out, nobody really knew what they were doing," Pete Malone says.
An unedited video of the battle, leaked to the Herald on Sunday, showed "utter chaos".
"It's incredible they didn't all die," says Pete Malone.
He can't help but wonder what the final moments would have been like for his brother: the tough-guy soldier, the joker in the pack whose exterior would have masked feelings of terror.
"[Rory] would have been sh***ing himself but he wouldn't have shown it."
Thomasen says the family had no idea just how dangerous the situation was on the ground in Afghanistan.
"We were led to believe that the boys are over there peacekeeping. To me, that's helping with the water supply and giving out chocolate bars. But that's not what was going on.
"The thing that I want is just for people to say, 'Yeah, we made some mistakes'."
And she is still angry about the Defence's Force's handling of her son's funeral arrangements.
When she got the news her son had died, she made the long journey back to New Zealand from her adopted home in Wales.
Malone's body arrived in Christchurch the next day and the Defence Force arranged a meeting between Thomasen and his partner Kate Johnston, also a soldier in the Crib 20 deployment, to discuss funeral arrangements.
It was the first time the pair had met.
Says Pete Malone: "My brother had just died, I was a wreck. I certainly wasn't thinking clearly We were all thrown in together. There was army people everywhere. It was their place, their time, their protocols."
Malone describes the meeting as a "disgrace".
"It was rushed along in order for the book to be closed. This is where the army failed. Their agenda involved wrapping this up."
And they say Thomasen was sent an email from the Defence Force in which her travel arrangements were described as being a "hassle".
She later received a personal letter of apology from the chief of the army, Major General Dave Gawn.
In a statement, the Defence Force says it is satisfied with the care shown to Malone's family, and it is always trying to improve the care given to the families of deceased personnel.
"The NZDF is often faced with the challenge of striking a balance between the divergent needs of members of a soldier's wider family.
"In light of this, the NZDF continues to learn from these experiences and adapt its procedures to provide the most appropriate support possible to our personnel's partners and wider family."
But the damage has already been done. In the midst of grief and despair, harsh words were exchanged between Malone's mother and his partner.
Pete Malone says Johnston did not want Malone to have a military funeral. After the meeting, Johnston "shut down" and barely spoke again to any of the family, says Pete.
When it came time to sorting out the $200,000 estate, Johnston was able to prove her de facto status.
According to the Malone family, Johnston became the sole beneficiary of Malone's estate and offered his mother a few thousand dollars out of the $140,000 or so superannuation payout.
Thomasen eventually received about $20,000, a deal she says she was pressured into.
Malone, who grew up in Riverhead, West Auckland, was a "mother's boy", says his brother and would have done anything for his mum.
He didn't leave a will but he had stipulated his superannuation was to go to his mum in the event of his death, his brother claims.
But it's not about the money, and it's not about bashing Johnston, says Thomasen.
"It's about saying, 'Look Kate, whatever imagined hurt you think I have done to you, I'm sorry.'
"I just want my son to smile knowing his mum and his partner have come together finally and are letting it go."