“The next step is ‘can we play in Europe on a Thursday night and can we then win on Sunday? Can we rotate our squad?’”
He followed that up in pre-season by reiterating the need to shuffle the pack, as they face up to the demands of domestic league and cup action as well as their European challenge, insisting there would not and, given the schedule, could not be a set starting XI.
“We’ve got so many games that we will be moving players in and out. We’re going to have to do that during the season as we play Thursday, Sunday, Thursday, Sunday.”
Horses for courses but, despite running out 4-1 winners at home at the weekend, there are few instances where they can be sure they will win at a canter.
In such circumstances, there are certain players who are always likely to get the nod.
Only captain and goalkeeper Craig Gordon played more games than Stephen Kingsley last season which is why the manager was happy to nurture him back from injury in recent weeks and relieved to see him come through his substitute appearance at Tynecastle on Sunday.
Reliable defensively, he is mobile and experienced in reading the game, he is also adept at getting forward to relieve pressure and move the play upfield, while his prowess at set-pieces is a major threat.
Last season he was part of a back three three that offered the side a solid foundation and allowed Neilson utilise the likes of Nat Atkinson and Alex Cochrane in more advanced positions on each flank. Craig Halkett is at ease in either formation, but with Kye Rowles looking more comfortable as part of a central defensive pairing, and Michael Smith again Mr Consistent in the right-back berth, Kingsley could be slotted in at left-back.
That leaves his gaffer with a decision to make in front of him. He is always likely to find space for the mercurial Barrie McKay but, as he sizes up the opposition, determined to return to Gorgie with something to play for in the second leg, does he stick with the greater guile of guys like McKay and Alan Forrest or does he take a more cautious approach by selecting Alex Cochrane to play instead of one of them or even opt for Andy Halliday.
Having rested Peter Haring at the weekend, playing Cammy Devlin and Jorge Grant, the Austrian is expected to be reinstated, substituting composure for raw energy.
But what has been obvious in recent matches is the burgeoning understanding between McKay and frontmen Liam Boyce and Lawrence Shankland. And, while Hearts will not want to give much away, they will aim to squeeze out some goals, making the intelligence, movement and goal threat in that frontline important.
Neilson may not have a starting XI but he has some men he would rather not start without.