Shaqiri says Lambert has banned players using their phones at dinner but feels it's helped bring them closer together.
"He has a German mentality with his teams...I'm really glad he came here," Shaqiri told Sky Sports.
"With German teams they always sit together - there are no phones on the table. It's brought us more together - when you eat together you have to speak more to other team-mates who you don't normally speak to. It's a good thing.
"You get a fine if you get your phone out at dinner! You have to respect the rules. Everybody respects that - the team is more compact now. That's important for a team who needs that now.
"We are happy and confident."