There were six tries in the 44-29 victory, five of them in a first-half that ended 36-6 in favour of the home side. Now the goal is to make it two from two in Pool 2 to set-up a battle for supremacy with reigning Heineken Cup champions Toulon in the back-to-back games in December.
"We know from playing Glasgow in pre-season that Sunday will be a tough game. Every team is tough in the Heineken Cup, it's the best teams in Europe, so you have to perform to your absolute best," said Steenson.
"We know if we are slightly off our game we are going to be in trouble up there. They came down to Exeter in pre-season and did a bit of a job on us, but we've moved on since then and if we can bring recent form into the game I think it should be an enjoyable contest.
"Looking at them this week, it's obvious they are a big and physical side. And the fact that they went to Toulon last week and got a bonus point with four tries shows they have a lot of attacking threats.
"That said, we've nothing to fear going up there. Given our own recent form we know we're a tough side to beat if we play well. Hopefully, we can push through our form and give a good account of ourselves in Scotland."
Steenson made the break for the final try of the game against the Blues and also kicked 11 points in n all round polished performance. The Irishman may have more competition for the No 10 jersey this season, with former Wales international Ceri Sweeney joining England Under 20 World Cup winning outside half among his challengers, but he showed no signs of being under pressure last weekend.
"The way we started at the weekend against Cardiff was pretty special. That's pretty much how we want to play - a full, 15 game where we can really attack the spaces the opposition give us," said Steenson.
"It's a focus we have been working on since pre-season and last week - especially in the first half - it all just happened to click. Hopefully, we can do the same this weekend against Glasgow, but we know it will be a tough test as they are a side who are going well themselves.
"For us to play like we did last week takes a lot of time and effort to get right, but we know we are capable of playing like that. We learned so much from last season coming up against sides like Leinster and Clermont.
"It was great to be rubbing shoulders against such high profile sides and big name players and it was great learning curve for us. Being up against that calibre of player, you are only going to get better from those experiences.
"In no way did we disgrace ourselves and, in every game, I thought we were very competitive. In the end the lessons we learned were huge and that, I believe, pushed us through at the end of last season and helped us get back into the Heineken Cup again this season."