The 24-year-old, on loan from Southampton, started his first league game for the Saddlers in the 2-0 loss at Oldham.
He replaced Roberts, who gifted Cheltenham the lead in the home loss the week before when he dropped the ball from a corner.
Rose says he loved getting on the pitch against Oldham and that his positive relationship with Roberts is helping them both to improve.
“It was brilliant, I loved every minute of it,” he said.
“I love playing football, I always feel like I give everything for the team.
“I really enjoyed it.
“Me and Liam get on really well.
“I’ve supported him through the start of the season and he’s been brilliant for me when he got told that I was playing.
“We push each other really hard, we both have improved since the start of the season and that’ll carry on for the rest of the season.”
The team has seen the formation and personnel change regularly throughout the season, but the Oldham loss was the first time manager Darrell Clarke had changed his goalkeeper in the league.
But Rose isn’t get ahead of himself as he understands the competition for number one is high.
“It’s not like we’re an outfield player and we can fill in at different slots,” Rose added.
“We both know there’s one position for us.
“We know the job, we know that you can get dropped one week and play the next week.
“It’s just part and parcel of being a goalkeeper.
“It’s happened to him now and I’m sure it’ll happen to me in my career, or in the future.
“You just never know, all you can do is knuckle down and work hard.
“Everyone is here to play, no-one comes to sit around and train.
“I’ve been playing in the reserve games and whenever I get the chance to play a game, I love playing games.
“That’s why everyone is a footballer anyway.
“Whenever you get the call, you’re always ready to go.”