Alas, Henschke was closed on the Sunday that I went there. But the answering machine said go have a look at Taste Eden Valley for some of their wines.
Post miscellaneous grumbling, arrived at the location and was met by a warm and friendly person who invited us to sample the wares. Was disappointed that they didn't have the full range of Henschke, but the explanation was that they would drink it all if they were provided with any.
However, the premise of this shop is to bring together a whole bunch of small wine makers that don't have the financial backing to open their own cellar door. They did a good job and you can sample wines that you wouldn't otherwise know existed.

Approximate cost: $avg