In their 4-1 victory over Sheffield United, Arsenal midfielder Lansbury, 19, scored twice - while Cleverley, the 20-year-old Manchester United winger, helped to make two goals in a marvellous performance.
The duo are set to stay at Vicarage Road until New Year's Day - but after this televised show, Mackay will be working overtime to keep them.
Mackay said: "It's up to the parent clubs whether they want them to stay with us.
"Both boys are enjoying being here and playing in the Championship week in week out - and they are getting that experience here in a very tough league.
"You loan players from top teams, and it helps them to flourish as a player.
"They are giving us quality and they have been embraced by the players here. They have shown great humility; they are involved with everything we do at this club, and we are delighted with them.
"Henri went to Scunthorpe when he had the chance to stay in London, and I really respected that. He stepped outside his comfort zone and was keen to learn.
"Clubs have to trust us to develop their players - and two of the best clubs in the country obviously do that, which is a boost for us."