O'Shea's men claimed glory in the greatest of circumstances in 2011 as they secured a last-gasp triumph over Stade Francais in Cardiff and the former Ireland full back admits that success has had a knock on effect in the 11 months that have followed.
"It's absolutely had an effect, with the belief and the inner strength it gives you and the manner in which it was done. Winning something and holding a trophy aloft gives you a huge amount of confidence," said O'Shea, who would love to experience more of the same in this season's tournament, although he knows winning in the past doesn't guarantee success in the future.
"There's a huge amount of desire to repeat that and to have that feeling on big stages. What's the carrot this year? It's an enormous game, with a home semi-final ahead of us at The Stoop. What are they playing for? They're playing to get back to defend the trophy they won in such a hard manner last year.
"It would mean a lot for us to win it again this year but it's irrelevant even thinking that way because this is as big a challenge as we've faced all year in a place that's difficult for any team to go and get anything."
Quins beat double Heineken Cup winners Munster at fortress Thomond Park on their way to the Amlin Challenge Cup Final last year and have since toppled four times European kings Toulouse in the south west of France.
But while O'Shea says those victories have also added to the confidence at Quins, he insists they will have no bearing on the result if his team fail to hit their straps at the Stade Felix Mayol.
"The away wins at Toulouse and Munster are there in your mind in terms of belief and inner confidence. You know you're not clutching at straws," added O'Shea.
"To have done what we've done over the last 12 months or so has definitely built an inner strength and belief within the group. But that means nothing. You can have all that but if you don't turn up with the right intent, work rate and physicality, then you're going nowhere.
"We have to make sure we turn up with all that on Friday night because we're definitely under dogs - massive under dogs.
"Toulon are a ferocious animal in their own backyard. We know from losing at Connacht that, if you're not clinical and not precise, you don't win anything."
Quins were certainly clinical and precise in their last outing as they saw off reigning English Champions Saracens in a thrilling domestic encounter at Wembley Stadium.
O'Shea is understandably after more of the same on the Cote D'Azur as he targets a another performance everyone associated with Quins can be proud of.
"The big thing for me was how clinical we were and how precise we were with the ball against Saracens. If you're not precise and you're not clinical, you don't win anything. Precision of that nature gives you confidence.
"If you score an early try, like we did against Saracens, when you hold the ball through the phases, when you put your game out there, suddenly the confidence and energy within the side grows.
"That's what happened against Sarries and that's what happened against Toulouse. There's no rocket science to the game.
"What we'd like to do is just go out and show what we're capable of, like we did in Toulouse. We felt that we let ourselves down when we played them at home and all we wanted to do was gain the respect of the French team, the players and their supporters.
"That's what we want to do this time. We want them to see a team that plays rugby in the right way, with the right sort of ambition, with the right sort of intensity."