The Irishman took charge for the first time at the weekend and saw his new side score twice in the last six minutes to beat Blackburn at the Stadium of Light.
Vaughan was on target, and the Welshman is enjoying life under Steve Bruce's successor.
He said: "The new manager has come in and given us back some belief. he wants us to enjoy playing football. That helped us.
"Training has been good. We have been having shorter, sharper sessions. It has just been aimed at trying to get everyone playing football again.
"He believes in the players he has got here and that gives us self-belief and confidence."