The Northern Irishman was instrumental as Ally McCoist's side eased into the fourth round of the William Hill Scottish Cup, bagging two goals for himself and playing a key part in three others in a much-improved Gers showing.
It has been a mixed start to the season for Rangers as they have struggled on the road in the Irn-Bru Third Division and crashed out of two cup competitions at home to Queen of the South and Inverness Caley.
The Alloa victory was their most clinical showing of the season so far, and Shiels reckons the Gers will only get better.
He said: "It is always nice to score. I was happy with the assists as much as I was with the goals. It was good to get three assists and hopefully there is more to come.
"We are still a new team and we are still trying to gel. I think the best is still yet to come from us. There is added pressure here, but that comes with playing for a club of this size.
"You have got to stand up to that and match it. It hasn't surprised me, it is as I thought it would be."
After slumping to a 3-0 defeat to Caley Thistle last midweek, Rangers had a point to prove as they faced Paul Hartley's Second Division promotion hopefuls.
They bounced back to form in stunning fashion, with Lee McCulloch and Barrie McKay also netting doubles against the Wasps and youngster Robbie Crawford firing his second goal of the season.
The Shiels and McCulloch partnership proved a potent one for the McCoist's side and the Northern Irishman was delighted to play his part in a much-needed cup triumph.
He said: "It was a good game to play in, you always enjoy them when you are winning, and I was pleased to score our two goals early on.
"The first really helped us and we were 3-0 up after the half-hour mark. From there, it was always going to be difficult for Alloa to get back into the game.
"In the second half we kept it going and it was nice to get four more. Lee's up to 16 goals now, which is terrific for him, and I was delighted for Robbie and Barrie that they came on and got on the scoresheet as well.
"But, it was a good performance overall, and we really wanted to bounce back after last Wednesday. We had to get a victory for our fans and we showed a desire to do that.
"Hopefully we can keep it going now and we can go into our game against Peterhead this weekend with confidence."