Ismael Lopez gave the hosts a 16th minute lead at the San Mames before Mateas Delic replied three minutes later for the Croatians.
Markel Susaeta put his side back into the lead a minute later before Lopez was on hand to seal the win after 68 minutes.
Inter Milan eased to a 3-0 first leg win over Hajduk Split thanks to first half strikes from Wesley Sneijder and Yuto Nagatomo, while substitute Coutinho completed the scoring in the 73rd minute.
Elsewhere, French side Marseille could only draw 1-1 with Turkish outfit Eskisehirspor. The Ligue 1 side took the lead early in the second half through André-Pierre Gignac before Atdhe Nuhiu equalised after 62 minutes for the hosts.
Aleksandr Kokorin's strike deep into injury time ensured that Dinamo Moscow rescued a 2-2 draw against Dundee United at Tannadice.
Willo Flood gave the home side a first half lead before Igor Semshov equalised. Keith Watson netted what seemed to be the winner with 14 minutes left before Kokornin scored in the 93rd minute.
St Patrick's look to be heading out after goals from Leon Andreasen, Christian Pander and Didier Konan Ya won the game for Hannover.
Liverpool won 1-0 over FC Gomel in what was Brendan Rodgers' first game in charge thanks to a second half strike from Stewart Downing.
Heerenveen were the night's biggest winners - defeating visitors Rapid Bucharest 4-0, while last season's Champions League quarter-finalists, Apoel Nicosia, needed an 80th-minute goal from substitute Efstathios Aloneftis to seal a narrow 2-1 home win over Norway's Aalesund.