Zane was keen to learn more about police and said he enjoyed baking and wanted to do some with Grimes.
Grimes said it was exciting for the New Zealand Police.
"It gives us an opportunity to engage with the community, especially our young people. It's about us getting out there in the community and hopefully we can make a difference and our people see the police in friendly way," Grimes said.
"For me it's about having some fun and learning and doing new stuff. For me, the baking will be something new, Zane's going to show me something new, too."
The aim of the programme is to create positive outcomes for Māori youth in Rotorua.
Programme co-ordinator Darryl Parker said the five students had been matched carefully.
"We always try to match our kids with mentors they will get on with and feel connected with and learn things from," Parker said.
The programme is an extension of the Big Brothers Big Sisters of Rotorua programme run in the community and is a pilot in the school.
Parker said it allowed the programme to reach families who would otherwise not be aware of it.
"We're hoping to continue next year and add kids to it," he said.
"This is about putting some great people who are a bit bigger, with some great people who are a bit smaller."
The programme would also educate the children about the role of police.
In the school all the mentors are police staff, however, in the community they can be anyone and Parker said the organisation was always looking for volunteers.
Western Heights Primary School principal Brent Griffin said the school was excited about the programme and it would be educational.
Rotorua Area Commander Anaru Pewhairangi said the police were looking forward to working alongside Western Heights Primary.