A whirlwind start from Rovers was enough to see them progress comfortably into the third round of the Carling Cup.
The tie was effectively over within seven minutes, Sheffield Wednesday blown away by three quick-fire goals from the home side.
Rovers' first attack produced their first goal on three minutes, Ruben Rochina volleying in Brett Emerton's cross. A minute later Rochina would grab his second, lashing home after advancing into the box.
David Goodwillie then got in on the act with a stupendous shot from the corner of the area that gave Richard O'Donnell in the Wednesday goal no chance. The Scot would go on to have two further goals chalked off before the first half was through.
The Owls regrouped and early second half substitute Clinton Morrison pulled a goal back moments after his introduction, but it was a rare chance for the visitors in a match that Steve Kean's side dominated.
Rovers should have had more, Radosav Petrovic blazed over from six yards out whilst David Goodwillie was denied by a brilliant O'Donnell save, but the manager will have been satisfied that his young side progressed with ease.
Ahead of the game Rovers made six changes from the side that tasted defeat at Villa Park at the weekend.
Steve Kean welcomed back Gael Givet and Brett Emerton after illness and injury respectively, Radosav Petrovic made his first start, whilst Mark Bunn, Ruben Rochina and Mauro Formica were amongst the starters.
Rovers kicked off with a 4-2-3-1 formation, the midfield two being Nzonzi and Petrovic, whilst David Goodwillie up front would be ably supported by Rochina, Formica and Pedersen.
Just three minutes were on the clock when Rovers scored from their first attack. Brett Emerton marauding down the right flank to send over a perfect cross for Ruben Rochina to volley home from the edge of the six yard box for his first goal in English football.
His second followed barely sixty seconds later, defending from the front he blocked a clearance on the left, David Goodwillie claimed possession to find Rochina in the penalty area and from an acute angle the former Barca-boy drilled the ball hard and low and into the opposite corner of the net.
The visitors were shellshocked, they had barely gotten out of their own half when a third goal was scored on seven minutes.
Brett Emerton fired the ball forward, it skimmed off the head of a silver-shirted defender and David Goodwillie did the rest, advancing into the area to smash the ball past Richard O'Donnell.
The home fans were loving this, the young Rovers side zipping the ball around beautifully to great applause.
Such was the confidence of the Rovers squad David Goodwillie saw a 40-yard lob fly just wide, before the Scot would find the back of the net once again after firing home on the turn, but the linesman on the far side ruled he had strayed into an offside position as he collected the ball from Formica.
There was concern for defender Grant Hanley who sustained a knock to his head after clearing the ball, he returned after treatment, but wouldn't reappear after the break, Jason Lowe on to replace.
Radosav Petrovic was having a tidy first start in a Rovers shirt, but he wanted to mark it with a goal, a 35-yard thunderbolt flying over O'Donnell's bar.
Mark Bunn in the Rovers goal had had a quiet first half, booed for his Sheffield United connections, he watched on as the visitors wasted their best chance of the half, an injury time header from Danny Uchechi that went well wide.
There was still time for Rovers to see another goal chalked off. It was a move of high quality that saw Rochina and Formica combine then onto Nzonzi and Emerton, but Pedersen climbed on his man as he headed the Australian's cross onto the post, the whistle sounding as David Goodwillie put the rebound into the net.
Whilst Rovers were forced into making one change at the break, Jason Lowe on for Grant Hanley, the visitors also made a change after the restart that had a near-immediate effect.
Gary Madine made way for veteran forward Clinton Morrison and he wasted little time in reducing arrears, lashing home last Bunn on 50 minutes from Chris Lines' free-kick.
Radosav Petrovic almost restored Rovers' three-goal advantage but his dipping drive landed on the roof of O'Donnell's net.
Then following another flowing move, Rochina pulled the ball back for Mauro Formica to shoot but his effort was blocked.
But the best chance of the three came from a Morten Gamst Pedersen free-kick, Gael Givet saw his header saved but Petrovic lashed the rebound high over the bar from close-range.
Rovers continued to create chances, Pedersen's slide rule pass played in David Goodwillie, but O'Donnell pulled off a fine save to deny the striker his second of the night.
Ruben Rochina wouldn't get the chance to mark his first Ewood start with a hat-trick, the 20-year-old given a standing ovation as he was replaced by Junior Hoilett with ten minutes to go. The Canadian wasted little time in getting involved in the action seeing a shot deflected wide three minutes after his introduction.
Wednesday pressed late for a consolation, but Rovers held firm to progress to round three.
ROVERS: Bunn, Emerton, Hanley (sub Lowe 46 mins), Givet, Olsson, Rochina (sub Hoilett 81 mins), Nzonzi (sub Dunn 71 mins), Petrovic, Pedersen (c), Formica, Goodwillie.
Subs not used: Robinson, Salgado, Roberts, Ribeiro.
SHEFF WED: O'Donnell, Batth, Palmer, Madine (sub Morrison 47 mins), Sedgwick, O'Connor (c), Johnson, Reynolds, Otsemobor (sub Lines 26 mins), Coke, Uchechi.
Subs not used: Weaver, Bennett, Semedo, Prutton, Beevers.
Booked: Madine, Johnson, Lines (Sheff Wed)