O'Shea was left with mixed emotions following Harlequins's opening 42-40 victory over London Wasps, where Quins found themselves fighting back from 40-13 down. There were no stuttering starts against Welsh, as Quins took a 14-0 lead within 10 minutes.
"We are satisfied," said O'Shea. "We held our discipline very well at times when it could have got quite fractious.
"I was delighted with the way we started, with the directness and the tempo we would want. You can't score six tries to nil and not be relatively happy.
"To get off to two bonus-point wins is a nice way to start the season."
Quins currently top the Aviva Premiership table as they look to defend their title.