Media were told by the National Party in advance to show up at Blend Espresso cafe for a photo opportunity where Ms Collins would try the southern delicacy.
And the cafe had a plate of cheese rolls - both white and brown bread varieties - specially prepared.
But Ms Collins never arrived.
Staff at the cafe were disappointed at the no show.
A cafe spokeswoman said staff were called late on Wednesday and asked to make a special batch of cheese rolls for Ms Collins to eat during a media gathering today.
It was only through the grapevine that she heard Ms Collins would not be visiting.
She said some customers would have been upset because they had heard about her visit and had turned up expecting to see Ms Collins.
However, she said staff were putting on a brave face and trying not to show their disappointment.
Ms Collins told a crowd at Taieri College she had one at St Clair instead, but didn’t invite the media because “it’s all they want to talk about”.
She said she had a great reception in the city.
“We’ve had selfie after selfie at St Clair,” she told the crowd.
