However, it wasn't easy; three players were sin-binned, meaning the All Blacks played 30 minutes of the game with 14 men. Meanwhile, Scotland unleashed a brilliant third-quarter burst to wipe out the All Blacks' 17-point halftime advantage.
However, McKenzie's introduction at fullback saw him push a brilliant 50:22 kick to touch to break Scotland's shackles. While turning the offensive tide, he then claimed a try after the All Blacks had been battling to use their field position to advantage.
From a lineout, first five-eighths Beauden Barrett was swamped. He threw a long pass in desperation to Leicester Fainga'anuku, who had moved to the wing. He then got the ball to McKenzie, who defied belief in twisting his body at all angles to get out of two tackles, to avoid going into touch and grounding the ball in the corner with seven minutes left to play.
But he wasn't done. In the 78th minute, a penalty 48 metres out saw skipper Ardie Savea called for a penalty goal attempt, which McKenzie landed to secure an unbeatable eight-point margin.
Given the pressure Scotland mounted in the third quarter, the outcome was another advance of the All Blacks in their style of game. They absorbed Scotland's enthusiasm and confirmed that they still had the patience and confidence to win.
They made it difficult for themselves with wing Leroy Carter and flankers Wallace Sititi and Savea spending time in the sin bin. They had to make 169 tackles to Scotland's 158 as Scotland turned the territory statistics around, claiming 74 percent in the second half, for 61 percent overall in the game, while evening up the possession.
But Scotland also missed 22 tackles to 18 and conceded seven turnovers to five, especially in vital moments where No8 Peter Lakai and Fainga'anuku secured key turnovers.
New Zealand enjoyed a positive start by working the ball from side to side, before a ruck in midfield saw lock Josh Lord take the ball and run ahead into vast open space. He ran hard, drew the defence and then passed to halfback Cam Roigard, who had been quick to get in support, and he scored in the third minute.
Play ranged up and down the field, with Scotland's defence outstanding. While Scotland looked to move the ball at every opportunity, they twice let themselves down in the first 30 minutes, on their best chance. Superb goal-line defence from Savea and wing Caleb Clarke denied Scotland wing Darcy Graham a try.
However, in the 33rd minute, Graham, from broken play, toed the ball ahead and was obstructed by a foot trip by wing Leroy Carter, who was sin-binned.
Scotland upped the ante by moving the ball with effect, and centre Rory Hutchinson was held up over the line. But, in a promising position, halfback Ben White went again after being held in Savea's tackle, and the All Blacks cleared their territory.
That was enough to set up a crucial opportunity just before the break when, after a scrum, Roigard was tackled for Barrett to move into halfback to clear the ball on the blindside to Jordan.
Jordan passed on to Sititi, who raced ahead, sold a dummy and then passed back in to Jordan, who had a clear run to the line to score his 44th Test try.
However, from the moment Lakai dropped the restart to the second half, the All Blacks found themselves under pressure. Scotland surged downfield after a superb penalty kick by first five-eighths Finn Russell.
Scotland drove hard in consecutive attempts to get to the line, inflicting penalty advantages on the All Blacks, and finally driving a maul over the line for hooker Ewan Ashman to score, and to also remove Savea to the sinbin for collapsing the maul.
Four minutes later, another Russell penalty kick, a strong run by second five-eighths Sione Tuipulotu took play to the line, and when the ball was moved wide, wing Kyle Steyn took a long pass from fullback Blair Kinghorn to score.
Still, the Scottish pressure continued, and only a knock-on at the line under All Blacks defensive pressure denied them their third try. Then, in the 55th minute, Graham was also denied by a Roigard cover tackle when dropping the ball over the line.
However, relief was brief from a Lakai turnover when Scotland flanker Matt Fagerson picked off a Roigard pass from the lineout to take play back downfield, where a penalty for offside followed a Roigard kick downfield and drew Scotland level with Russell's goal.
As if that wasn't enough, after play restarted, the All Blacks lost Sititi to the sin bin when he attempted an intercept and knocked the ball down.
Their Grand Slam hopes are still alive, but they can't afford to have players in the sin bin if they are to beat England in their next outing.
Scorers: Scotland 17 (Ewan Ashman, Kyle Steyn try; Finn Russell 2 con, pen) New Zealand 25 (Cam Roigard, Will Jordan, Damian McKenzie tries; Beauden Barrett 2 con, pen; McKenzie pen). HT: 0-17