And while Simon Easterby's side are once again being looked at as underdogs to progress from a pool that also includes French giants ASM Clermont Auvergne and Racing Metro, their joint club captains intend to draw on their experience in the East Midlands when they head to the English capital in four days' time.
"That could definitely help us. We went up to Northampton and beat them when no one expected us to go to Franklin's Gardens on the opening weekend and win," said McCusker.
"We did that, set our stall out and grew in confidence. If we can put in a couple of good performances early, we can certainly be competing in the group.
"It's another tough group for us but we're going into it wholeheartedly. Nobody really expects us to do anything special so we're just going to give it our best.
"We learnt a lot from playing Clermont last season so to play them again is going to be good for us, it's a real chance to test ourselves. Harlequins are a real force in English rugby and in Europe and Racing have spent tonnes of money over the summer and recruited really well. There are a few familiar faces there that the boys are keen to get to grips with.
"We're playing one of the best teams in French rugby, one of the best teams in English rugby and another team who have the potential to be champions of Europe. As a fan, I wouldn't really want much more than that. I think we'll see sell outs at the Parc-y-Scarlets in the Heineken Cup and hopefully they'll be behind us all the way."
Davies freely admits that they will have to be at their very best if they are to earn a quarter-final spot for the first time since 2007 but he believes the fact that they will be flying under the radar could work in their favour.
Clermont reached last season's final, Racing have added a trio of Davies' British & Irish Lions team-mates to their already star-studded squad and Quins were quarter-finalists last term and English Champions in 2012.
That leaves the Scarlets with plenty to do to make the knockout stages but Lions centre Davies expects to see progress.
"Hopefully we can draw on our experiences from games like that Northampton win and use it as positively as we can. People wrote us off completely in that game but we went up there and got a bonus point win," added Davies.
"The most important thing is to go up to Harlequins with the attitude of doing a job and concentrating on your own performance. We've done it before and I'm sure we can do it again this year.
"Consistency is one of the most important things, as is making sure you're accurate in how you use the ball. We don't want to be up and down, we want a steady upward curve. In training we're getting an understanding of what the coaches want to achieve and where we want to play. We're going in the right direction."