Quins trailed 40-13 after 56 minutes before they launched a breathtaking 29-point comeback.
"I never want to go through that again," said O'Shea after the match.
"I did think the game was gone. Our set-piece was poor, our discipline, they won the contact areas and when we turned the ball over they stung us.
"It was a long way back - but we got a lot of energy from the bench.
"We started winning the collisions, we got our offloading game going. We are delighted to get away with that but we know defensively we are miles better than that."
Quins' next fixture is at home to London Welsh.