Palace had never played a European league phase fixture before Thursday's clash, let alone having ever scored an away European goal.
But magnificent efforts from Daniel Muñoz and Eddie Nketiah soon put that right, while Henderson helped the team towards another clean sheet to secure the points.
And the Palace No. 1 enjoyed having the fans behind him in the second-half, as his team made it 19 games unbeaten in all competitions – a new club record.
"I thought we controlled it from the first minute to the very end, even going down to ten men," Henderson told TNT Sport. "The patterns we showed throughout the game I thought were good and the quality shone through in the end.
