The Dutchman guided the Light Blues into the knockout round play-offs in his first game as Steven Gerrard's successor when the Scottish champions beat Sparta Prague 2-0 at Ibrox last month.
The former Rangers player extended his winning run since he became boss to four games with a dominant 3-0 cinch Premiership victory over Dundee in Govan on Saturday.
Turning his attention to Europe, where the pressure is off, van Bronckhorst told Rangers TV: "We're looking ahead (to Lyon).
"We have a great position in the group after working hard against Sparta to reach the next stage.
"We'll recover and rest with a day off but from Tuesday we'll prepare for Lyon, it starts all over again, prepare the team and be ready for the game."
Van Bronckhorst was pleased to see midfielder Ryan Jack come off the bench to get some more game time following his recovery from a calf injury.
He said: "I know what Ryan Jack means to this team and the supporters.
"I see him every day in training and I was happy to get him some minutes to be stronger.
"The more he gets on the pitch, the stronger he'll be."
Dundee boss James McPake was disappointed by the defeat but pleased enough with the week's points gathering after wins over Motherwell and St Johnstone and by the way his side have responded to the 5-0 home defeat to Ross County last month.
He told DEETV: "It is a defeat so you feel really down and the players are really down.
"But I think we have to put a bit of perspective on the week and look at it as a whole, now that it is finished.
"If someone would have offered us this at the start of the week, that we would have taken six points from the Motherwell game and St Johnstone game then I would have taken it and on the back of this set of five games we have three wins, three clean sheets and nine points - but we need to build on that.
"We go to Ross County next week and that will be in our minds that we need to make amends for what happened at Dens Park."