Quins scored four tries at Sixways Stadium as they eased past the Sharks 32-14 to keep their hopes of the treble alive.
"I'm just over the moon for the group," O'Shea told Sky Sports News. "It is a long way into the season and we face a massive next nine weeks but, for those players, that is something that is a reminder to everyone coming back in the next couple of weeks.
"For the club, not only is it a major trophy, when you look at four guys in the tight five who are 21 and under, that is something for them to store away in their locker for years to come and they are the cornerstone of what this club will be about for a decade or more."
Quins continue the defence of their Aviva Premiership title next Sunday when they travel to league leaders Saracens.