an uncomplicated success story. Momentum has been an uncertain commodity in the early stages of the Norwegian's tenure - with a shifting sand of potential player departures, personnel changes, unpredictable performances and incredible reprieves - but there is no disguising the forward progress achieved by this 21-year-old youth-team product.
After another respectable showing amid the general morass at Murrayfield last Wednesday night, by the end of the week the club had even more reason to be thankful for his efforts. With Legia Warsaw's careless decision to bring the suspended Bartosz Bereszynski into the action in the last few minutes of play leading to Celtic being awarded a default 3-0 win, essentially it was McGregor's first-leg away goal that took the Parkhead side through to the play-off round of Champions League qualifying.
Changing too much too soon at a big club, especially a successful one like Celtic, can lead to resentment from established senior professionals, but McGregor feels the players are buying into Deila's methods.
"Of course he needs time," McGregor said of the new manager. "He's only been here for six weeks or so and at Celtic the pressure is always on. He needs time for the team to gel and I'm sure it will come good. This is a lifeline and we have to make the most of it.
"On a personal level, I'm happy to be in the team but it's hard to be happy when you are losing in that way. But the manager has been good for me. He's given me my chance and I've performed well so I'm hoping I can stay in the team. He is implementing his ideas quickly. Everyone knows what their job is and how they should go about it so everyone is in a clear frame of mind."
Hopes may have been high for McGregor after his goal tally hit double figures on loan at Notts County last season, but they weren't this high, not even his own. "I played in most of the games when I was at Notts County and I would love to do that again here this year, while continuing to improve more as a player," McGregor said. "There is much more pressure on you at Celtic, though. It's a massive club around the world and when you put that jersey on you take the weight of everything that comes with it. You have to be able to handle all that and still take the ball and pass it.
"So far I've exceeded my own expectations. I came back with the intention of getting into the team and putting together a string of performances that would keep me there. But this is a massive club, one that can go out and buy players, and we've not had too many success stories with youngsters recently. I was thinking I would maybe have a few appearances as a sub, so starting the European ties and getting two goals and an assist has been great."
While it is unlikely the Celtic fans' ire would have been as it was at Murrayfield had they known what would transpire on Friday, there was serious invective aimed at chief executive Peter Lawwell, typified by the man who gestured in his direction with bank notes, presumably making a point about the lack of spending on the team.
"You can understand the fans' reaction to the result," McGregor said. "When you're at a big club like Celtic that's the kind of pressure you play under. At this club it's a disaster any time you lose, but to get beaten like that is even worse. But we've just got to go again and try to get better. I don't think the Europa League is a more realistic proposition for us. It's just going to take the new manager a wee while to discover his best team."
While Deila and his backroom staff conduct a crash course on play-off opponents Maribor, the pursuit continues for "one, two, maybe three" new arrivals before the play-off round. That would mean at least one signing in the next 48 hours, as after tomorrow clubs can only add one more player up to midnight on the day before the first leg, August 19. But if Deila wasn't aware of the harsh realities of the club's situation in relation to big spending English Championship clubs before, he certainly is now. While in theory it is an option to bring in experienced professionals capable of making an immediate impact, Deila is well aware that the logic of the transfer market usually pushes Celtic into younger, more work-in-progress-like signings.
"I would do it in one second if that was possible," said the manager. "But we have to be reasonable and that takes time. The players you are talking about, their first thought is: 'Do I have an opportunity here at my club?
"When the answer is no, that is when they start thinking about other possibilities. That is when we come into the game. There are two possibilities to create a team; you can buy it, or you can develop it, and here we mostly do the latter."
One man who may fall into the category of an experienced player capable of making a difference at Champions League level is Georgios Samaras, a return for whom Deila has refused to rule out.
The Norwegian also feels there is much, much more to come in terms of performance from the players who failed so badly over the two legs against the Poles. "There's a lot of quality in this team," said Deila. "I said the performance was not good enough, but our performance can be much better in a short time. I've seen teams who are different from Wednesday to Saturday."
Next up for Celtic is their opening domestic league match of the season on Wednesday. They are away to St Johnstone, who showed a good deal more fight in Europe this week than the Parkhead side, even if their reprieve never came.
"I saw their game this week - it was a good performance," Deila said. "And I watched one of the last games they played against Celtic, a 1-0 win [at McDiarmid Park last Boxing Day] which was also a tough game. There's nothing that's a given here. And the first game of the league season is always a bit tense. But a good performance and a win will give us more confidence and that's what we want. I'm looking forward to the league starting. It's much better than pre-season matches."
Whatever else it may be, life at Celtic under Deila certainly won't be boring.