Gregor Townsend's side have not lost a PRO12 encounter at their home fortress since defeat to Newport Gwent Dragons in November 2013, while no away side has ever triumphed in the semi-finals of the competition.
Yet with the likes of Rory Best, Iain Henderson, Ruan Pienaar and Tommy Bowe due to return to the starting XV alongside Gilroy, the 24-year-old is confident his side can rewrite the record books.
"It's going to be a massive challenge for us after the last result," Gilroy said.
"We were going in pretty confident and after the first half the guys were doing well so it just goes to show how clinical Glasgow can be as throughout that second half they tore us apart a little bit.
"There were a fair few changes and that was warranted with the injuries we had but we'll have a couple of guys back fit and available for selection so we can field the strongest team possible.
"Glasgow are a team we never take lightly and especially away - their home record is fantastic so we've got a huge challenge and it would be great to go over there and perform on the day.
"It would be great to get to the final full stop, let alone having it at home so that will be a great incentive for us but certainly this Glasgow game will be a massive hurdle to overcome."
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