For Bullen, No 2 to Carlos Carvalhal at Sheffield Wednesday, it was the agony of missing out on a long-awaited return to the Premier League.
Mohamed Diame’s 72nd-minute goal on Saturday, May 28 shattered the dreams of top-flight football for the first time in 16 years.
But 24 hours later, there was a South Yorkshire success story at Wembley as Heckingbottom’s Barnsley triumphed in the League One play-off final as the Tykes beat Millwall 3-1.
Both Bullen and Heckingbottom are once again chasing promotion, with the play-offs the best chance of success for these two South Yorkshire rivals this season.
But 11 years ago, the duo were team-mates at Hillsborough and part of the only Owls side to be successful in a play-off final.
May 29, 2005, Millennium Stadium, Cardiff, and over 40,000 Owls fans watched Paul Sturrock’s side beat Hartlepool United 4-2 after extra-time.
After beating Brentford over two legs in the semi-finals, Wednesday were favourites against Hartlepool.
As well as defensive duo Bullen and Heckingbottom, that Owls side also included a youthful Alex Bruce, Glenn Whelan and Chris Brunt – the trio are still playing Premier League football over a decade later.
But it was the substitutes who would prove decisive in this League One finale in Wales.
Recalling interviewing manager Sturrock at his office at the club’s Middlewood Road training ground prior to the final, I asked him if Scottish striker Steve MacLean – ruled out injured for the remainder of the season – had any chance of making the squad.
Sturrock smiled, dismissed the notion, and said there was more chance he would don his boots once more.
But the striker had been training, quietly without much fuss, and Sturrock did gamble by naming MacLean as a substitute, alongside youngster Drew Talbot.
The Owls took the a first-half lead courtesy of Jon-Paul McGovern’s strike, but they trailed 2-1 after goals from Eifion Williams and Jon Daly with 15 minutes to go.
Sturrock made a triple substitution, bringing on defender Patrick Collins alongside Talbot and MacLean – the poacher was Wednesday’s top scorer that season despite missing the final two months.
What came next would go down in the Hillsborough club’s footballing folklore and is one of the many intriguing chapters covered in Tom Whitworth’s new book Sheffield Wednesday: Through The Modern Era (Pitch Publishing).
The book covers everything blue and white over the last two decades, and the author has interviews with Sturrock, MacLean and Brunt on that memorable day in Cardiff.
“Steve (MacLean) was injured but had a knack for scoring goals,” recounts Sturrock. “He had trained on the Thursday, trained on the Friday and it was one of those scenarios: do you put him on or not? In the end, I did.”
MacLean added: “I found out an hour and five minutes before the game that I was going to be involved. The gaffer used to like keeping things close to his chest and wouldn’t tell us until quite late on who was playing.
“He’d read my name out last and I was absolutely buzzing. I desperately wanted to get out on to that pitch as soon as possible.”
The triple substitution was a bold move which paid off. Talbot was fouled inside the area – Chris Westwood was sent off – and MacLean slotted home the equaliser from the penalty spot on 82 minutes to force extra-time.
“I definitely fancied it,” said MacLean. “I remember Chris (Brunt) saying to me: ‘Do you want it?’ Obviously I’d not been on the pitch long, but I grabbed the ball.
“There was no way anybody was taking it off me. Normally I’m quite a laid-back person and I did feel a lot of pressure, but I was quite confident I’d score.
“It wasn’t the greatest of penalties ever, the keeper got a hand to it, but it crossed the line. The feeling when it went in was exceptional, one of my best feelings in football.”
Brunt added: “I was sort of thinking it was our day then… we never looked back really.”
In extra-time, Wednesday overpowered the 10 men of Hartlepool, Whelan surging through to fire the Owls in front.
“I remember him (Whelan) running through,” said MacLean. “I think I can remember actually asking for him to pass me the ball! But, of course, he didn’t need to. It was such a great finish into the corner.”
Talbot – still playing today at Chesterfield – added the icing on the cake with a late fourth to spark wild celebrations on the pitch and in the stands.
There is an iconic photo taken by Sheffield Star photographer Steve Ellis which has Bullen sat in the changing rooms next to the trophy. But it was an emotional moment for MacLean, arguably the best poacher of goals Wednesday have had in the last 20 years.
“Well, I’m a big softy and get a bit emotional with things like that,” said the Scot. “Back in the dressing room, I put a towel over my head so none of the boys could see me and just sat and took it in for a few minutes.
“Thinking that I wasn’t even going to make the game, then to get on there and then score, it was amazing.”
The celebrations did not stop there. In fact, they went on all along the M50 and the exodus back to Sheffield. The team coach got stuck in gridlocked traffic on the motorway, so players got off the bus with the trophy to celebrate with fans.
“‘They’re out in the road with the trophy,’ the driver said to me,” explained Sturrock. “They were walking over cars and dancing around in the middle of the road.
“People had scarves and everything dangling out of the cars. Then they saw the cup and got out of the cars. Everyone was dancing together. Incredible.”
The joyous scenes carried on at the nearby motorway services. Sturrock added: “There were hundreds of fans all there, all around. Of course the toilets were up the stairs so the boys did the conga into the place and up the stairs. All the fans joined onto the back. Then they were stood up at the top of the stairs singing with the Wednesday fans. It was fantastic.
“Nothing will ever beat Cardiff.”