The Italian, who was sacked on Sunday, prohibited his players from using their mobile phones in the dressing room and also made them listen to the same music before games.
Celustka, who is on loan from Trabzonspor, admitted these things did not bother him personally as he was simply grateful for getting a chance under Di Canio.
"You couldn't use mobile phones in the dressing room or near the physios and masseurs in the stadium grounds," he told CTK.
"We also had this thing there that you had to listen to the same music ahead of each game and other such things. He was strict in that but I respected it and minded my own business. I didn't have a problem with those restrictions.
"Perhaps not every single player liked that but, as I said, it was no problem for me. On the contrary, I am thankful to him for giving me the chance to play."