Perthmint certificates (ring the mint, look up their website:...

Perthmint certificates (ring the mint, look up their website: min $5000 purchase, they give you unallocated gold). Although you can also buy allocated; but its more expensive.

Perthmint also have a product on the ASX that trades under the code ZAUWBA.

These are just options for you to consider: I am not recommending them or otherwise and can't think of any other ways to do it and have the gold housed in Australia.

Although you can trade GOLD on the ASX as well, but there gold ain't in Australia (does that really worry you?)