So far he has faced better teams, having opened his Premier League account with narrow losses to Leicester, Manchester United and Tottenham Hotspur.
But in tomorrow’s trip to face Villa he will have his first taste of a West Midlands derby.
On the field, Villa have used the money from the Jack Grealish sale to improve their squad – giving them an abundance of good attacking options – although Wolves have faced better sides already this season.
But what makes this fixture the toughest yet for Lage is how he handles the fierce atmosphere sure to be served up at Villa Park.
In Villa, Wolves find their closest rivalry in the Premier League and both sets of fans will be eager for bragging rights.
Lage has to handle that pressure, as well as keeping his players in line.
As Dave Edwards wisely said in his Express & Star column this week, these kinds of games can be emotionally and physically draining for players if they get too amped up.
A balance must be struck. Understand how important and tough the fixture is, but arrive calm ready to execute a game plan.
Lage will play a big part in making that happen and that is what makes it his toughest game for Wolves to date.
In terms of how he sets the team up, it would be a surprise if this was the time he chose to change from the familiar 3-4-3 formation.
It would also be a surprise if many changes were made to the team that beat Newcastle 2-1 before the international break.
It is likely that Lage will be forced into one change, with Francisco Trincao still isolating after contracting Covid-19 last week. He is expected to leave isolation, which he is completing in Portugal, on Sunday.
With Hwang Hee-chan expected to keep his place after his brace last time out, Adama Traore or Daniel Podence will come in on the right flank.
Traore has been benched for the last two games, but could come back in if Wolves intend to soak up early Villa pressure and then attack the hosts on the break. In contrast, Podence would be better suited if Wolves had more of the ball, which is unlikely in these circumstances away from home.
Other than that, Lage is expected to keep the same team unless he springs a surprise like he did away at Southampton.
In that case, Leander Dendoncker and Willy Boly would be the next two to come in – with the latter still waiting for his first Premier League game of the season after recovering from a hamstring strain.
The form of defenders Romain Saiss, Conor Coady and Max Kilman has so far denied Boly a return to the side.
Meanwhile, Raul Jimenez will be short on preparation time for the Villa clash after his exploits with the Mexican national team.
The star striker played – and scored a late penalty – in the World Cup qualifier win over El Salvador in the early hours of Thursday morning.
Jimenez then had to rush back to Wolverhampton and was expected late yesterday, before reporting for training today.
That leaves the Mexican with little time to prepare for the game and gives Lage a decision to make on whether to rest him.
But with the forward finding impressive form for his club before the international break, and then playing an important role for his country – figuring in all three of the recent qualifiers – Lage is expected to stick with Jimenez in the hope he can inspire a victory away at Villa.