Cruden landed an early penalty in response and then stabbed a perfectly weighted kick through for New Zealand sevens star Tomasi Cama to win the race for the ball and hand the visitors the lead.
Coles had his second try five minutes later when a pass from halfback TJ Perenara put him into a yawning gap and the 24-year-old galloped over from 20 metres out for a try converted by Lima Sopoaga.
Back in the lead, Wellington lost their captain Jeremy Thursh to the sin bin after a charge on Cruden and the pivot kick two penalties to give the green and whites a 16-14 lead at the interval.
The Turbos struck first after the resumption when centre Asalei Tikoirotuma stepped through a gaping hole in the Lions' backline for an unconverted try to extend their advantage, but his opposite Michael Lealava'a was denied a try on debut when he lost the ball diving for the line.
Two Sopoaga penalties got the host to within one point but then Cruden, who did not endear himself to the Wellington public by opting to ditch the Hurricanes in favour of the Chiefs in next year's Super 15, put on a masterclass int he final 10 minutes to guide the Turbos to victory.
His pinpoint pass found flanker Callum Gibbons unmarked out wide and his sideline conversion took the margin out to eight points.
Then, under immense pressure, he swivelled and landed a drop goal from distance to ensure the win before Thrush crossed after the fulltime hooter had sounded to at least grab a point for their efforts.
Manawatu 31 (Tomasi Cama, Asalei Tikoirotuma, Callum Gibbons tries; Aaron Cruden 3 pen, 2 con, drop goal) Wellington 25 (Dane Coles 2, Jeremy Thursh tries; Lima Sopoaga 2 pen, 2 con). Halftime: 16-14.
- NZPA