It won't always be plain sailing, especially with the tests to come over the next 10 days, but a strong base has been built.
Saturday's training session was a case in point. At one point Winston Reid – who played more than 220 games for West Ham United, including a stint as captain - was helping the staff lug a goal from one end of the field to the other.
Around the same time Chris Wood - who was the subject of a $50 million transfer to Newcastle United last January - had some encouraging words for a couple of young strikers in a shooting drill.
Goalkeepers Oli Sail and Stefan Marinovic have been enveloped in a tough selection battle but are first to applaud when the other makes a top save.
There are no obvious cliques, with players mixing regardless of age, experience or history in the All Whites.
Hay and his staff have put a mountain of work into the culture and identity of the team, but the buy-in from players, especially the senior ones, has been vital and the output is obvious.
The other unmistakeable observation is the technical ability of this group, which is unparalleled in New Zealand football history. Whether it is the quick passing drills that start training, or the small-sided games at the end, there is an intensity and quality apparent that bodes well for the future.
This All Whites team are far from the finished product and have a huge 10 days ahead of them, culminating in the winner-takes-all Fifa World Cup qualification playoff against Costa Rica on June 15.
But the platform has been established and it seems some eye-catching success is inevitable, whether that comes in Doha later this month or later in the future.