But a 36-3 triumph over Zebre last time out means they head into the European competition on a high as they prepare to entertain Exeter Chiefs at the Liberty Stadium.
For Tandy it is a chance to build some momentum before they return to league action against Cardiff Blues in two weeks' time.
But with Clermont Auvergne and Bordeaux-Begles to also contend with during their European expedition, Tandy is well aware his side are up against a 'pool of death'.
"It was much better from us but we are all well aware that we need to go up quite a few notches now over the coming weeks," said Tandy.
"The character of the squad came through last Saturday, there was belief in what we were doing and a desire to represent what the Ospreys are about but that has to be just the starting point for us.
"The focus switches to the Champions Cup, the northern hemisphere's flagship competition and one that has got even better and tougher after the changes made with the restructuring last year. Every pool is a pool of death now.
"As a coach or a player, it is really exciting to be involved in games like this. It's why you are involved in professional rugby in the first place, for big matches and big occasions.
"Sunday has all the historic association of traditional Anglo-Welsh clashes, it's what supporters say they want and, hopefully we'll get the crowd to mark the occasion."
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