Mark Phillips had cancelled out the first-half opener from Dale's Michael Rose within minutes of the restart but a Bobby Grant brace and an Ashley Grimes finish put the result beyond Southend's reach.
Barry Corr, who squandered several chances and hit the post with a header, netted a late consolation.
"I am delighted with that performance," said Hill "It was always going to be difficult to recreate what we produced at Fleetwood where we won 3-0 on Saturday, but we went somewhere near.
"I was really disappointed with the two goals we conceded, especially the timing of their first goal.
"But we responded really well and the goal that took us into the lead at 2-1 came from a brilliant piece of individual skill by George Donnelly, and that has won us the match.
"The confidence was there, the energy and the commitment. It was what I expect and I think it's what the players are coming to expect."