Sheffield-born Gregory joined from Stoke City this summer and after making his debut as a substitute against Doncaster Rovers on Saturday, he scored the only goal of the game as Fleetwood Town were beaten on Tuesday to continue the positive vibes around Hillsborough.
"Buzzing to get my goal, my start, a little bit disappointed I didn't get more," was Gregory's reflection on the game.
"We should have never taken our foot off the gas but sometimes you have to grind out the win and that's what the boys did tonight.
"I'm at a team now where I've got a good feeling I'm going to be scoring a lot of goals week in, week out. Hopefully they keep coming."
Thirteen summer signings and an unbeaten start to the season they have yet to concede in have brought a real positivity to the club after May's relegation, and former Halifax Town centre-forward Gregory is feeding off it.
"It's some atmosphere really, I'm enjoying it already," he said of playing at Hillsborough. "Hopefully a lot more to come.
"From day one the lads have been great, the staff have been great, the fans have been great so happy players, happy football.
"We've said as a team get to six or seven games with as many wins as possible but be unbeaten and try and build from there because everyone knows the first seven games it's carnage.
"As a striker you always want to get off the mark as soon as possible. I'm buzzing I got my first (goal), I'm disappointed I didn't get more."