It was honours even at Hillsbrough as the two sides played out a 2-2 draw.
The game in the Yorkshire rain had started well for Rovers as they raced into an early two-goal lead. Ryan Nelsen poking home after Lee Grant fumbled under pressure from Nzonzi.
Then Jason Roberts lashed home to double Rovers' lead.
But a spirited Wednesday side hit back straight away when Akpo Sodje drove home, but El-Hadji Diouf missed the chance to restore Rovers' advantage when he saw his penalty saved.
Second half substitute Morten Gamst Pedersen grazed the top of the bar with a well-taken free-kick, but the home side deservedly got back on level terms when Tudgay converted from close range.
Paul Robinson made a double save towards the end to deny Wednesday as the game ended in a draw.
Sam Allardyce named a strong starting eleven, with a back four of Jacobsen, Samba, Nelsen, Givet in front of Paul Robinson. Stephen Warnock occupied the left wing slot, with Andrews, Nzonzi and Diouf his team mates in midfield. McCarthy and Roberts up front.
Rovers started the game strongly, taking the lead after just six minutes. An inswinging corner from El-Hadji Diouf saw Wednesday goalkeeper Lee Grant fumble under pressure from Steven Nzonzi allowing Ryan Nelsen to poke home from close range.
Jason Roberts showed power and pace a few minutes later going close to adding a second, taking the ball into the area, he lashed the ball across goal, but whilst his effort beat Grant in the Owls goal, the ball flew just a yard wide of post.
But the Rovers striker didn't have too long to wait for his goal, when on 21 minutes Nzonzi fed Diouf on the right and his slide rule pass saw Roberts charge through on goal.
He twisted and turned to wrong-foot Wednesday captain Darren Purse before thrashing the ball hard past Grant at the near post.
But Rovers' advantage was reduced just moments later with a well taken goal from the home side.
A quick break from a Rovers attack saw Jermaine Johnson race down the right, his centre was perfect for early substitute Akpo Sodje and he slid the ball under Robinson.
However Rovers should have hit straight back when Nzonzi was brought down in the area by Richard Wood. But with Benni McCarthy off the field of play receiving treatment El-Hadji Diouf took the spot-kick. Lee Grant dived to his right to save and Diouf put the rebound the wrong side of the post.
From that point on the remainder of the first half was played in Rovers' half. The veteran former Rover Michael Gray belying his years with an energetic display.
Repeated balls over the top from the home side saw Rovers' caught out on a couple of occasions. Paul Robinson having to rescue Rovers twice, first denying Sodje by standing up well, then pulling off a stunning point-blank save to deny Marcus Tudgay.
Sam Allardyce made two changes at the break, injuries to Benni McCarthy and Gael Givet saw them replaced by Morten Gamst Pedersen and Friday night's hat-trick hero Paul Gallagher.
It was the Norwegian who had the first chance of the second half when he fizzed a free-kick over from the right that skimmed the top of the crossbar.
James O'Connor tested first Samba and the Robinson with a strong run and cross, but from the resulting corner kick the Owls were back on level terms.
Michael Gray sent over the ball from the right and Marcus Tudgay held off his marker to turn the ball home.
Jason Roberts had the ball in the back of the net on 77 minutes, but he was given offside as he latched onto David Hoilett's through ball, whilst at the other end Etienne Esajas sent a daisy cutter goalwards that saw Paul Robinson scrambling across his box to save.
Wednesday almost had the final say but Paul Robinson thwarted with a fine double save, first from Esajas, then on the follow-up he blocked an effort from Francis Jeffers.
Rovers are next in action at Ewood Park on Wednesday night when Hibernian are the visitors.
SHEFF WEDS: Grant, Spurr, Buxtin, Purse, Tudgay, McAllister, Clarke (sub Sodje 9 mins (sub Boden 67 mins)), Wood, O'Connor, Johnson (sub Esajas 46 mins), Gray (sub Jeffers 64 mins).
Subs not used: Beevers, Simek, O'Donnell
ROVERS: Robinson, Jacobsen, Samba, Nelsen (c) (sub Khizanishvili 88 mins), Givet (sub Pedersen 46 mins), Diouf (sub Hoilett 71 mins), Nzonzi (sub Judge 85 mins), Andrews, Warnock (sub Olsson 87 mins), Roberts (sub van Heerden 85 mins), McCarthy (sub Gallagher 46 mins).
Subs not used: Brown (GK), Doran.
Attendance: 5,579