But he believes his side are increasingly better equipped to deliver wins.
Rovers have impressed with a different approach in their last two matches and were dominant in the first half of Tuesday’s game at Cambridge United before costly errors saw them slip to defeat.
McSheffrey faces a balancing act of encouraging the development of his team and grabbing the wins desperately needed with no time to spare.
And he is confident the two are close to aligning.
He said: “It’s not rocket science - if we put four in the net in the first half on Tuesday, I’d like to think that we wouldn’t have had another Morecambe situation.
“The game is won and lost in both boxes. We need to focus and concentrate on any set play against and any balls coming into our box and we need to be more ruthless in their box.
“The necessity is there. We drill that into them as well.
“I’d rather we lost in that manner than the manner of the Fleetwood game.”
McSheffrey has implemented a more direct style over the last two matches, encouraging early balls forward into the channels and picking up second balls off the front men.
And he has been pleased with the swiftness on which the players have been able to deliver on his instructions.
He said: “Fleetwood was unacceptable and the difference in sprinting stats after that was unreal. Every player to a man more than doubled their sprinting stats.
“It doesn’t lie. Performance levels are improving because they’re working harder, they’re showing desire to get on the balls, to recover, to get on second balls, to attack in numbers.
“It was disappointing to get the defeat again on Tuesday but there was more progression in the performance level.”