Had it not been for his stint in the capital, he says, he might have walked away from the sport for good.
The 42-year-old Arizona native will be in the limelight as the Hawks face the Brooklyn Nets in a regular season clash on Thursday at The 02 Arena. With glitz and glamour to spare, it is a world apart from his prior UK experience. It is safe to say no-one has previously gone from playing in the Lothian League to the NBA. The playcaller, however, is the most lauded graduate of the Pentland Star club in Edinburgh.
A student at Pomona College in California, Budenholzer picked out Edinburgh University for alternative sporting ambitions. "I'd taken my golf clubs over and I told somebody I ended up on a round with one day I played basketball," he recalls. "He told me I had to come and play for Pentland."
Reluctantly, he was convinced to lace up his shoes again. "I just went along to a practice one night and somehow ended up playing for them for four months. They were great to me there."
Living in the shadow of Arthur's Seat, Friday nights became a simple holistic routine: food, game, beer. "The reason we practised is so that we could go to the pub afterwards," he smiles. "It was great."
His has been a low-key journey compared to his Brooklyn counterpart Jason Kidd, who spent 18 years as a NBA star before being placed in charge of a team whose annual wage bill tops £100 million without any prior experience.
From Edinburgh, Budenholzer moved on to Denmark, earning about £150 per week to play for Vejle while coaching their junior team.
"To call it professional might be stretching it," he grins. He would have happily extended the experience. "Without a doubt, it shaped me. The more you travel, the more you're exposed to different ways of thinking, whether it's basketball or politics. It has a major influence on you, just having a respect for the different ways of doing things. If you apply that in basketball, there are various ways to play offence or defence.
"If you're interested and intrigued and you want to learn, then you pick things up wherever you go. To live in Scotland and then in Denmark, to be around other ways of thinking, it opens your mind and you learn. It certainly taught me a lot."
His coaching education came chiefly in San Antonio, spending 12 seasons as an assistant with the Spurs. Working under the irascible Gregg Popovich, Budenholzer acquired four gaudy championship rings during a decade when the franchise became the model for stability and controlled ambition.
The Hawks came calling last summer, and the only surprise was that it had taken him so long to land a promotion elsewhere. "As an assistant, you always think I'd like that opportunity one day, to be the one with the responsibility," he says. "From the smallest to the biggest decision, I'm enjoying it. I loved those times with Coach Pop and the Spurs organisation but this is great."
A few old faces, he hopes, will be in London to welcome him back. A few ales, you imagine, will be downed in a Pentland toast. "It's going to sound like I'm exaggerating," Budenholzer grins, "but it really was the best time of my life."