Emery needs to test his defending line in that kind of big game against one of the toughest stadiums and fans in Europe.
It clearly didn't go unnoticed by the 25-year-old, who to his credit, kicked the notes out of the way and didn't react.
Juan Cuadrado settled any Italian nerves after 15 minutes and substitute Federico Bernardeschi sealed matters with a fine strike in the final moments.
Paris Saint-Germain coach Unai Emery admitted to having mixed feelings as his side lost 3-1 away to Bayern Munich on Tuesday but topped their UEFA Champions League group.
Later, with the shock of PSG's loss still reverberating, Monaco closed the gap at the top to nine points after Radamel Falcao's early goal earned them a 1-0 victory at home to Angers.
Bayern raced into a 2-0 half-time lead thanks to goals by Robert Lewandowski and Corentin Tolisso.
Bayern fell short of securing the four-goal winning margin needed to finish top of their group but proved they deserve to be regarded among the favourites for the title.
Heynckes had words of high praise for PSG's offensive stars Neymar ("a world-class player") and Kylian Mbappe ("outstanding, a cut above"), and noted that his team would only be able to compete if they worked "as a collective" throughout the match.
Bayern Munich and PSG have met in seven previous matches - all in the UEFA Champions League Group Stage - and all but one of those contests were won by the home side.
"We've confirmed that we have ambitions, the team is getting better and better", said Heynckes.
Two of Bayern's most inventive players, Arjen Robben and Thiago, were both injured in Brussels as well.
Meanwhile Celtic finished third despite of facing a defeat against Anderlecht in the last game of the group.
PSG lost their second game in the space of five days after suffering their first defeat in Ligue 1 so far this season against Strasbourg last Saturday. Mbappe, in particular, will be the man under the spotlight, with his form a bit of a concern for the PSG boss.
However, the Germans were a different side to the one humbled 3-0 in Paris at the end of the September.
The German club have used their last four winter breaks to make trips to Qatar for training camps.
Never the less, PSG have been in formidable form during their qualifying campaign.
"They played nice football and have some great players". The Brazilian forward has scored six goals and assisted a further three times in his last five European appearances.