Jaffas are a yummy chocolate sweet coated with an orange flavoured exterior (but are red). See this reference in Wikipedia http://en.wikipedia.org/wiki/Jaffas_(candy).
As an aside - not to be confused with Jafas. This is what people from Auckland are often known as in other parts of New Zealand -it stands for Just Another F***ing Aucklander. Auckland is the biggest city, with 25% of NZ's population, and some of the yuppies who live there don't endear themselves to Heartland NZ with their attitudes and ways. I come from Auckland, incidentally, but I'm exempt as I choose to live elsewhere.