Nicholson's response reflects the respect between the pair. Before the equestrian World Games in Lexington, Kentucky in 2010 where New Zealand took bronze, Paget worked on Nicholson's Wiltshire farm developing his horsemanship. The 29-year-old proved an equine savant.
"He's talented, thinks clearly, works hard and gets results," Nicholson said. "His win at Badminton helped younger New Zealand riders realise it is possible. It's all very well me and Toddy [Sir Mark Todd] doing it in the past.
"[The likes of Badminton and Burghley] are still individual competitions and there's enough respect between me and Jock to know he's not going to come up and ask how to best jump cross-country fences. We help each other away from the events but also want to beat each other."
EQUESTRIAN SPORTS New Zealand has arguably never been in a stronger position after Burghley. Kiwi riders filled six of the top eight positions. In addition to Paget and Nicholson, Jonelle Richards finished sixth on The Deputy and Todd was seventh on Oloa.
It's a turnaround from a low ebb at the Beijing Olympics. The team finished fifth. Too much was expected of Todd and Nicholson as the developmental arm of the sport waned.
The high performance programme led by coach Erik Duvander and manager Sarah Harris has played a key role rejuvenating the sport so younger riders such as Paget, Jonelle Richards and Clarke Johnstone have promising futures.
Equestrian Sports New Zealand earns $1.8 million per year of targeted government funding through to the Rio de Janeiro Games. The programme is British-based because that's home to the toughest and most consistent eventing competitions.
There's consensus in the eventing fraternity that the team bronze at the 2010 World Games was the catalyst for improvement. In simple terms, Nicholson and Todd bought into a team rather than individual ethos. The response was an environment where younger riders learnt off the best. One source said other teams look at the New Zealand camaraderie and wonder if they're "a bit weird" because they talk to each other and offer mutual support. It's understood to be a rare equestrian phenomenon.
"After the 2008 Olympics it felt like we'd hit rock bottom," Harris says. "A lot of research went into where we were at. Caroline [Powell in 14th] was our best rider but her score wouldn't have contributed to a team medal. [Medallists Germany, Australia and Britain each had three better riders].
"The team performance became our priority and sacrifices had to be made. We haven't convinced everyone, some have been lost along the way, but we had to be ruthless.
"A big shift which woke the UK-based riders up was bringing in new talent from New Zealand [like Paget and Johnstone at Lexington] to test the older riders. It created a competitive spirit and internal competition."
"Erik and Sarah deserve credit," Nicholson says. "They brought in top trainers for dressage [traditionally a weak area for New Zealanders] as well as show jumping. We also had meetings in the off-season about raising our game. Jock and Clarke joined, we started to get the hunger for a medal and progressed from there.
"It's pretty much the same feeling as when Mark [Todd], Blyth [Tait], Vicky [Latta], Vaughn [Jefferis] and myself worked together [to get Olympic medals for New Zealand at Barcelona and Atlanta]. It's not enough to be part of the team, you still have to want to be the best."
Harris is known as being emphatic about what she wants - she says some might consider her "bossy". Her background stems from father Peter who was chef d'equipe of the New Zealand team at the 1984 Los Angeles Olympics where Todd won his first gold.
She says New Zealand's limited budget - relative to the sport's powerhouses Britain, Germany and the United States - means they're often reliant on quality "horsepower" from benevolent foreign owners.
"A lot of excellent riders do not get the required quality of horses to use and good horses are too expensive to invest in ourselves. Even Mark [Todd], arguably one of the greatest riders the sport has seen, struggles to get rides sometimes."
THIS IS perhaps where Nicholson has excelled most, leveraging a successful business from his stellar career. His Wiltshire farm was the perfect environment for Paget to spend some of his apprenticeship seeing Nicholson work relentlessly to make ends meet.
Nicholson already has six horses in the high performance squad looking ahead to next year's World Games; Paget has three, Todd two and five others one each.
Nicholson left a Waikato dairy farm as a teenager to work as a groom to Todd when he won Badminton in 1980. Owners now queue for him to ride their horses. He began his career riding people's cast-offs.
Nicholson says there's no easy answer knowing when to begin an overseas career.
"It's not healthy for riding back in New Zealand if we keep taking the cream away. The next thing we need to do is build a steady development programme. Sometimes riders leave too soon when another couple of years at home could give them a better grounding. It can be disheartening in cut-throat events.
"Moral support is required more than anything. There is no easy way to do it. You can't short-circuit such an established system [in Europe and Britain] but you've always got to believe."