From their website
Games Paradise FAQ wrote:
Q. Can I pick the game up myself?
A. In limited circumstances we are more than happy for you to collect from our warehouse. From time to time, we will offer collection special pick up times. This will be displayed on the website and communicated to our Members.
and the warehouse is in Marrickville.
So ring them up and ask.
Edit: I should add that I have not tried this before.