The 21-year-old struck seven minutes from time on his competitive debut for the club to put Celtic in control of their Champions League qualifying tie ahead of next Wednesday’s return leg at Murrayfield.
McGregor has impressed in Celtic’s pre-season friendlies this summer, following an excellent season on loan with Notts County, where his 14 goals helped the team avoid relegation to League Two.
And the Scotland U21 international believes he has benefited from that experience as he looks to establish himself at Celtic this season under new boss Ronny Deila.
"I spent last season with Notts County in League One and I feel I have come back a better player. I feel that I am mentally ready to make the challenge,” McGregor said.
"When you come back here you don't want to leave. Being at Celtic means the world to me so if I can be here for a long time I will be delighted.
"Once I come in on Thursday I will get my head down and get working and strive to be better every day.
"But to score in the Champions League for Celtic - I have been there since I was nine years old - was a dream come true.
"It was a little bit of relief with it being 0-0 but I was absolutely delighted.
"It was a big night for the club, to strive to get Champions League football again, and that might be the goal that takes us through to the next round so I am absolutely delighted."