The Warriors advanced to the quarter-finals of the competition after overcoming Rovers - who had previously upset Castleford in the last round - 32-16 to enable their coach to breathe easily.
"I knew it was going to be tough. I'm just glad we're through to the next round. It was a real old-fashioned cup-tie," said Wane.
"I know what it's like coming here. That is what the Cup is all about and I hope that lives with Featherstone for many years to come. I thought they were outstanding.
"I was uncomfortable. I've watched quite a bit of Featherstone and I knew they could play."