The contest - a round of 32 second leg, which follows a 0-0 first-leg draw in Belarus - will be played behind closed doors at the Sukru Saracoglu Stadium as part of sanctions handed to Fenerbahce by UEFA after the Turkish club were charged with the throwing of missiles and/or fireworks by their supporters during December's Europa League home game against Borussia Monchengladbach.
Ziegler admits that will only make an already-tough assignment more difficult.
Looking ahead to the match, the Switzerland international - who is on loan at Fenerbahce from Juventus - said at a press conference: "Fenerbahce are happy to be representing Turkey in Europe, and it is very important for me to play on the European stage.
"Tomorrow [Thursday] will be a tough match - especially without our supporters, it will not be easy.
"But our coach (Aykut Kocaman) has prepared us well for the match.
"He always says our opponents should not be belittled, and BATE are a well-organised team in attack who we have seen are effective.
"We will give our opponents respect. The team who wants to win more will win."
BATE failed to make the most of having a man advantage for virtually the whole of the first leg after Fenerbahce midfielder Raul Meireles was sent off in only the third minute.
And while BATE coach Viktor Goncharenko believes the UEFA sanctions have created a "negative situation" for the hosts Thursday, he certainly expects them to prove tricky opponents.
"The supporter absence will be a negative situation for Fenerbahce," Goncharenko said.
"The first match produced a score of 0-0, but this time it must go to the end (with one team winning).
"The scenario may develop in different ways - for now, I can only say it will be difficult."