The Light Blues netted either side of half-time against the Luxembourg club to hand themselves a cushion going into next week’s second leg, though Gerrard wanted so much more.
He told RangersTV: “It was okay – it’s a clean sheet and it’s two goals, but I am slightly frustrated we never went out and got more.
“But we probably haven’t got the rewards our performance deserved. We lost our shape and discipline chasing the third goal, and Allan [McGregor] has had to bail us out once or twice.
“So there are a couple of things we need to work on. We need to have a better shape behind the ball when we are chasing more goals, and we have to be a bit more clinical to put these teams away.
“I expected, with the players we had on from the beginning, and with the subs, us to create a lot. But, against Blackburn we never took our chances and we paid for it, and playing against better opposition moving forward we might pay for it.
“It is okay at the moment, but there is still a lot of work to do to go and kill this off.”
Opening the scoring tonight was Joe Aribo, with Gerrard thrilled with how he has adapted to life with his new club so quickly.
Gerrard continued: “He has started his Rangers career very strongly and very positively. On a daily basis, he has worked as hard as he can, and he has a huge potential and a lot of attributes which the fans have already seen in such a short space of time.
“He needs to just keep doing what he is doing. He is doing really, really well and he is off the mark a couple of times now with goals, so that will do his confidence the world of good.
Gerrard was also asked if, having not won by the margin he hoped, that would adapt his plans for next week in any way.
He added: “You pick 22 players in your squad and you use who you think is best to do the job out of the 22. It was never going to be a case of wholesale changes, but, we need to go and show this opposition a level of respect – the problem is now Progrès’ problem.
“We have got an advantage at the moment, but we wanted a bigger advantage. There is still work to do next week and I’ll pick a strong team to go and get that job done for us.”