The former Brentford, MK Dons and Leicester City boss, 43, was handed the reins on Monday and watched on as his new side ground out a welcome victory to move off the foot of the table on Tuesday night.
"The players put their bodies on the line and defended valiantly and held out for the win," Allen said.
"It wasn't pretty but I think the crowd reacted to that because they saw the players put their bodies on the line and as a paying customer you can't ask any more than that.
"We've been knocked over in our last few boxing matches but we've gone the distance. We have to be pleased with that."