Saints were on course for victory after Charlie Austin's second-half double - his first goals since November 2016 - had cancelled out Lasse Vibe's opener.
Saints boss Pellegrino said: “It was an important game for us because we need minutes on the pitch," started the Argentine.
“I think the game was with tempo and quality at times. We had a lot of things we had to adjust to, but that is normal at this time.
“We have worked with intensity in the last few weeks – I think that we are in a good way."