The former Feyenoord frontman looked lively against the League One side and he almost opened the scoring on nine minutes after a lovely turn of pace from Nathaniel Clyne, who returned to the side after missing out on the tour of Holland with a groin injury.
Clyne sped away from his man before delivering a cross for Pelle, who headed wide under pressure.
And minutes later Pelle linked up with Clyne again, but this time Clyne's effort was parried away by Wes Foderingham.
Southampton did take the lead on 51 minutes through defender Jos Hooiveld, who got his foot to James Ward-Prowse's outswinging corner to poke the ball past Foderingham, despite the keeper's best efforts to keep the ball out.
And just moments later Saints almost doubled their lead but Ward-Prowse headed over the bar after substitute Emmanuel Mayuka's cross.
The hosts almost equalised on 86 minutes after Connor Waldon rounded sub keeper Paulo Gazzaniga, but Calum Chambers was quickly across to make a vital clearance.
After last week's six-day training camp and wins over Dutch lower-leaguers EHC Hoensbroek and Belgian third-tier side Sporting Hasselt, new boss Ronald Koeman will have been pleased with the work-out in front of almost 4,000 at the County Ground.