The Queen's piper provides the alarm clock on the bagpipes each morning. And although the royals are at their most informal at Balmoral, formality is in the eye of the beholder. Guests are expected to address the Queen as "Your Majesty" on first meeting each day, and "ma'am" (as in jam) after that.
Mr Key said the family had asked for as much information as possible on Balmoral etiquette to avoid faux pas.
Bronagh Key and daughter Stephanie had invested in floor-length frocks for the formal dinner, Mr Key and son Max had bought the required formal suits.
"Tea is at 5 o'clock, you have to attend, don't be late. The first dinner is a black-tie dinner so a long frock for Bronagh and Steffi. The next night will almost certainly be a barbecue and apparently they're quite casual. Not necessarily shorts and a T-shirt because it's reasonably cool up there, but it's certainly less formal and I think they get quite involved in the barbecues.
"We're bringing some really top New Zealand wines we thought we might have with the barbecue."
Saturday is usually reserved for outdoor pursuits on the 20,000ha estate, such as grouse hunting, fishing or deer stalking. Guests have a large picnic lunch delivered in the fields.
Mr Key said the family would probably ask to see the Queen's horses. "She is apparently quite proud of them, so I think we might talk to her about taking us to the stables and showing us all those, and spending a bit of time with her really."
He might even go for a ride - but warned he was no expert. "We might be having an early election."
Sunday is church day, and Mr Key said the family would go along for the traditional Sunday service at the nearby Craithie Kirk.
"You don't have to go, but I figured we're there for the whole weekend, why wouldn't you do all of the things? We're the Queen's guests and she goes, so we'll obviously go."
After Sunday lunch, the Keys will leave for Paris for Mr Key's next round of meetings.
Although it is a private visit, Mr Key will have an audience with the Queen. It is common practice to take a small gift (the Duchess of Cambridge reportedly took homemade preserves for her first visit) and Mr Key said that besides the New Zealand wines to go with the barbecue, they were taking some jewellery to add to the Queen's collection.
And if there is a breach of etiquette, the Keys need not worry too much. For such private visits there is a strict protocol that what happens in Balmoral stays in Balmoral.
