The top-flight newcomers have made a solid start, collecting 10 points from six games and pouring scorn on those who wrote them off as relegation certainties.
Wasps are next up for the Exiles at Adams Park on Sunday, and Mills has warned that the hard work is only just beginning for his squad.
"The honeymoon period is over for everyone," he said. "Now, we are really going to see just how good every side is in the Premiership.
"With the weather beginning to close in there are going to be a lot of dogfights, but we are up for those matches.
"If anything, it might suit us given the way we've played a few times this season, and help us to get a few more wins rather than just bonus points.
"We had eight points after four games in the Premiership, so to finish with 10 points from six was a bit disappointing. We definitely feel we could have got a win against Saracens or Gloucester.
"The way the games have been going recently in the Premiership they've been very tight, so for us it's just about making sure we end up on the right side of the result, like we did against Exeter.
"However, if you had offered me 10 points after six games at the start of the season, I would have bitten your hand off.
"We are going out to win every game - we're not looking for bonus points, we're looking to win games.
"If we take care of our own performance and put right the errors of the last few games, then we won't be too far away."
Premiership leaders Northampton resume domestic business on Saturday following the two-week break for European competitions when play-off rivals Saracens visit Franklin's Gardens.
Just two points currently separate the sides, and Saints boss Jim Mallinder has no doubt that his team must find top gear.
"Saracens are on a bit of a roll and have shown in recent weeks that they have the ability to win in different ways," Mallinder said.
"The Premiership is very tight this season and every point will matter in the chase for the semi-finals, so we know that we will have to be on top form in every area of our game if we are to get the win that we want."
Gloucester, unbeaten in all competitions since suffering an opening weekend home defeat against Northampton, entertain Leicester tomorrow with the fly-half contest between Freddie Burns and Tigers' Toby Flood highlighting several intriguing individual battles.
"Leicester are very good at staying strong until the end of matches and grinding out results. I am sure it will be a tight, tough encounter," Gloucester rugby director Nigel Davies said.
"We've also gained a lot of experience in the past five or six matches of getting results towards the end of a game, so it should be an exciting fixture which goes right to the death.
"We respect every team we play. It's not about looking for weaknesses, it's about bringing our own game and making sure we are good at what we do."
Exeter head coach Rob Baxter has been pleased with his team's response this week following a Heineken Cup drubbing at home to Clermont Auvergne last Saturday as they prepare for a Recreation Ground appointment with Bath tomorrow.
"We've had a nice, energetic training week and we've seemed to have flown through the whole week," Baxter said.
"You can see the boys are keen to get back into action and get after these games. We've enjoyed the period we have been through so far, but we are keen to keep moving forward.
"Hopefully, we've learnt lessons from the last few weeks and that we now do the little things that little bit better because we have been shown how to do it by other teams."
In addition to Wasps' meeting with London Welsh, Sunday's Premiership action also sees champions Harlequins visiting London Irish.
Quins will be without England squad centre Jordan Turner-Hall, who had blood drained from his knee prior to last weekend's Heineken Cup clash against Connacht. Quins, though, say he will be fit to train fully next week.
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