After 90 minutes of football, though, it was a bit more of the same from the Teessiders.
They played some good stuff against an unambitious and overly-physical Millwall side - certainly enough to come out victorious.
But instead they had to settle for a 1-1 draw after an equaliser which had the manager raging. Meet the new boss, same as the old boss.
Millwall's controversial equaliser - a Sol Bamba own goal - came after 29 minutes, leaving Boro plenty of time to do something about it. They could not, although a lack of effort was not to blame.
This is a side who have drawn as many Championship games this season - six - as they have won.
Neil Warnock was not sacked because things were terribly wrong at Middlesbrough, just because they were not quite right. Two weeks on the training ground was hardly likely to rectify that. Meaningful change takes time.
Matt Crooks put them in front and in control after just 15 minutes but when he had the chance to win the game in the 90th minute, unwittingly played in by a defender's head, he steadied himself, took his time and made an absolute hash of his shot. It was that kind of day for his team - plenty of good, but nothing decisive.
Wilder's Sheffield United were expert at building overloads out wide but with Millwall's defence having such a soft centre, Boro tended to go in through that way. For all that the new manager had a fortnight to work with most of his squad, Paddy McNair, the right-sided centre-back, had far less time to be coached in the art of the overlapping central defender.
The game was only 15 seconds old when the first roar of anticipation went up after Duncan Watmore was played into one of the gaps in Millwall's back three, only to shoot weakly at Bartosz Bialkowski.
Daniel Ballard needed an excellent tackle when Andraz Sporar was the next Boro forward played through.
Crooks would find the same space midway through the first half when Jonny Howson, the holder in a 3-1-4-2, threaded a great ball to him. Crooks picked out Sporar, and when the shot was saved, headed just over.
By then, though, he had already nodded his side in front.
This time the goal was created out wide, Watmore producing excellent footwork to put Ballard on the floor. Although his cross deflected, it still picked out Crooks in space at the back post to head in.
With Boro on top, Millwall's 29th-minute equaliser was infuriating on many levels.
When Watmore went down chasing a Crooks pass on the right, the linesman flagged for a foul but referee Oliver Langford correctly spotted the forward had got ahead of himself in his chase for the ball and tumbled without contact. As Boro appealed for a free-kick, Millwall went down the other end.
McNair, his ears no doubt still ringing after a hefty blow from Benik Afobe which required lengthy treatment, went down clutching his face again as Jed Wallace went past him. Bamba lost Afobe and when Lee Peltier threw himself in front of the shot, it only ricocheted off his fellow centre-back and into the net.
McNair, Sporar and Watmore would all be on the receiving end of some rough treatment.
Boro continued to press, Bialkowski saving from Marcus Tavernier, then touching a dangerous Marc Bola cross away. When Howson crossed from a similar area in a lengthy period of first-half stoppage-time, no one anticipated it.
All Millwall had to offer in return was a Billy Mitchell header which had Luke Daniels backtracking, stretching, and breathing a sigh of relief when it landed on the roof of the net.
The second half was not the siege it might have been.
Tavernier's 54th-minute shot needed some Bialkowski brilliance to turn it away from the top corner and Crooks's late chance was made for a deadly finisher to win the game for his side, but there was not enough of that.
Marc Bola shot wide after some lively play from Watmore picked him out and Tavernier's 65th-minute free-kick had the sting taken out of it, although it was still very close to going in. James Cooper turned a dangerous ball from the midfielder behind.
Crooks's was the moment and he fluffed it. It summed up Boro's day.
Middlesbrough: Daniels; McNair, Bamba, Peltier; Howson; Jones (Hernandez 71), Tavernier, Crooks, Bola; Sporar (Coburn 46), Watmore (Ikpeazu 87).
Unused substitutes: Lumley, Dijksteel, Taylor, Lea Siliki.
Millwall: Bialkowski; Ballard, Hutchinson, Cooper; Leonard, Mitchell, Saville, Malone; Bennett (Ojo 67); J Wallace (Smith 85), Afobe (Kieftenbeld 81).
Unused substitutes: Long, M Wallace, Bradshaw, Evans.
Referee: O Langford (West Midlands).