Ms Cassidy said Russia was cold, although the contestants spent most of their time indoors.
"The food is definitely different here. They have been feeding us a lot though which we need with how busy we are.
"It's a lot of meat and veges and boy do they like dessert here.
"Breakfast, lunch and dinner we always have sweets and cakes on the menu so you have to resist the temptation as we get closer to Saturday. It's always buffet style so you can pick what you like."
Ms Cassidy said she had formed friendships with other contestants, including her roommate Miss Israel and Misses Sri Lanka, Guyana and Korea.
"The other contestants are all really beautiful girls with lovely personalities.
"I was blown away by how these girls treat each other, everyone has respect for each other.
"Of course we are all here to win a title and I think the competitiveness really started after Tuesday night as it gets serious now.
For the rehearsals, Ms Cassidy has been layering up in warm clothing, before beginning photo shoots and filming sessions.
The most important things she packed was her jewellery collection by Aqua Jewels in Auckland and her cocktail dresses, gowns, national costume and competition gown all made by Golden Gowns in Albany.
Ms Cassidy said she was feeling confident about her performance so far.
"I have no regrets and I have had loads of messages of support already.
"I am so proud to be representing our country at this level, it really is something I will remember for the rest of my life.
"New Zealand needs to get behind girls that do this - it's not just for fun. This is a job interview, being Miss Universe is a one-year guaranteed job."
Voting closes tomorrow at noon. You can vote 100 times a day at www.missuniverse.com and www.telemundo.com.