The sides are in action at Craven Park again less than a fortnight after Rovers defeated the Merseysiders there 22-14 in a Super League contest.
With Saints having also lost at home to Catalan last week and Wigan on Good Friday, the quadruple Grand Final winners arrive desperately hoping to avoid a fourth reverse in just five games.
The only victory Nathan Brown’s injury-hit side have mustered in that worrying sequence was against bottom-placed Castleford and Welham is keen to add to their misery.
“They’re a bit down at the minute with players and probably confidence,” the England Knights centre told the Yorkshire Post.
“We’re looking forward to getting out there and hopefully progressing to the next round.
“We’re at home again and we love playing here while we beat Saints just a couple of weeks ago so we know what we’re capable of. A cup run is something we’ve talked about as we’ve not really had a good one for a while now.”
Rovers have not reached the final since Castleford defeated them at Wembley in 1986 while their sole success was, of course, the famous victory over arch-rivals Hull six years earlier.
Saints, though, do seem to have the Indian sign over the East Yorkshire club in the famous knockout competition.
As well as sweeping past them 54-6 in 2011 they also denied Rovers a semi-final berth with a 24-18 win at Craven Park three years earlier while thrashing them 50-0 in the 2006 semi-final at Huddersfield when Justin Morgan’s Hull KR were still a second-tier club.
You have to stretch back to 1985 for a Rovers win over Saints in the Challenge Cup though they also defeated them 22-5 to make the 1981 final where they lost to Widnes.
Craig Sandercock’s men will be aided further in their quest this afternoon with the return of Australian stand-off Travis Burns after a three-game absence through injury and suspension.
However, their principal problem, and the main reason they lie in ninth spot, has been conceding points not scoring them.
They lost 50-30 at Huddersfield Giants on Sunday – the sixth time in 12 games so far they have shipped 30 or more.