The 20-year-old Glaswegian, a key component in the Parkhead side who won back-to-back doubles at youth level, is on-loan at Sky Bet League One side Notts County until January and has already had the distinction of making the likes of Steven Gerrard and Daniel Sturridge sweat in the Capital One Cup.
That occasion came in late August, when County fought back from two goals down to take Brendan Rodgers' side into extra time before finishing on the receiving end of a 4-2 scoreline. It is symptomatic of a hugely impressive loan period to date, during which McGregor has scored six goals in 12 games from an attacking role on the right and earn a call-up to the Scotland under-21 side for tonight's meeting with Slovakia in Paisley.
"I think their manager wanted to get the game won as soon as possible but we came back into the game and he had to leave all his top players on," recalled McGregor. "It was great experience for me to go and play against top players like that. It is crazy - you watch these guys on television and then the next minute you're playing in a massive stadium against them. It just shows you can go and do it on that stage.
"I was involved in our second goal. I didn't get anyone's jersey after the game but just to be involved in a goal was a good moment and shows I can go to places like that and not look out of place. We didn't get through but not a lot of people expected us to go to Anfield and do so well. When we got level anything could have happened - if we'd been a bit more patient on the ball we may have scored again."
The current arrangement between the player, Notts County and Celtic is due to expire in January, but all parties may feel it is more productive to extend it until the summer. The player is highly thought of at his parent club - where he still has 18 months remaining on his present deal - and both on and off the field, the boy who left Scotland appears to have turned into a man. Although results in League One have generally been patchy, Chris Kiwomya's side - who feature another former Celtic prodigy, the well-travelled Mark Fotheringham - showed their abilities this week by knocking their League One rivals Wolverhampton Wanderers out of the Johnstone's Paint Trophy.
"I'd say my game has come on a lot from being down there," declared McGregor. "I didn't know too much about Notts County but I spoke to the gaffer at Celtic [Neil Lennon] and he assured me that they were a good club. He didn't want me going somewhere that wasn't right for me.
"I played the No.10 role in the Youth Cup final," he added. "But the standard in League One is a lot more competitive, there's a lot more to play for, it's real man's football. When you're playing in youth games, teams come and sit in against you and you've got to try to break them down, but down the road it's a big fight and you've got to man up and be able to take the ball under pressure. In the game on Thursday there will probably be a few people watching me and hopefully I can do well and that'll show people I can come back up and do it."
Moving out of the parental home has also been a big wrench for a player who has been at Celtic since the age of 10 and involved with Scotland since under-15 level. "It's a big change as I've always stayed at home with my mum and dad," he said. "But it's good, I've got a wee bit of freedom and have to cook my own dinners. I've got my own flat and I've had to grow up a wee bit.
"I came to a point where I knew I had to go and play," he added. "A few times I was stripped but then someone scored and I didn't get on but that's the way it goes sometimes. I'm on loan until January and it might be extended. We've not really spoken about it but I'm enjoying my football there, scoring goals and as long as that continues I'll be happy."
McGregor is likely to start this evening as Scotland will be missing his one-time team-mates Islam Feruz, who is with the under-19s in Belarus, and Tony Watt, due to fitness concerns.
The task facing the Scots was not made any easier yesterday by the withdrawal of Bournemouth's Ryan Fraser and Fulham's Jack Grimmer, with Motherwell's Fraser Kerr called up as a replacement.