The Midlands outfit edged past League Two side Yeovil Town courtesy of a 1-0 victory at Molineux but had to wait until the 76th minute of the encounter for Nouha Dicko to grab the winner.
Just three days earlier the Glovers had been thumped 8-2 at Luton Town in their season opener, while Nuno's charges had put in an impressive display to defeat Championship promotion favourites Middlesbrough.
"I was pleased for some moments, but I think we should do better," Nuno told the Wolves website after the game. "We were able to rotate and give minutes. The idea was the same. We have to prepare a squad for every situation, they have to be ready for any moment we decide to put them in to play.
"We need a full squad, everybody is important for us. We just have to be ready, this is the team spirit we want to build, that everybody cooperates and competes at the same time to help the team.
"In this moment we don't care what competition – it's about the game. We prepare this game exactly the same we did as Middlesbrough. The minutes and hours we spent analysing the opponents is exactly the same."
Next up for Wolves is a tough trip to another of the promotion favourites, Derby County, on Saturday afternoon.