They've done it on a cold Wednesday night in Burnley for a long time, but now they must do it on the cold, hot, rainy, and peculiar nights all around Europe, as the Clarets will enter the Europa League for their first ever time.
It seems a long time ago that Burnley were consistently mid table in the Championship. In fact, it was as early as 2013 that the Lancashire outfit finished 11th in England's second tier.
Last season, Dyche's side narrowly escaped relegation back to the Championship, but his blueprint for success paid dividends this season as Burnley finished seventh, their best result since 1973-74, when they finished sixth.
It's mad to think that the entire population of Burnley can comfortably fit inside the capacity of Wembley Stadium, and now their town's team is going on tour around Europe...football, eh?
4. Mission: Invest British
In a time where foreign imports are regular for Premier League outfits over home-grown talent, Burnley have consistently showed that they are doing their bit for British football, and a very successful 'bit' at that.
Eighteen out of the 34 registered squad players for Burnley were born and have learned their trade on the shores of Great Britain. Last season, Burnley handed out 19,689 minutes for English players (only Bournemouth had more with 23,919), and this season has continued this clever blueprint.
An entire British defence has proven to be solid and tactically astute, along with two talented English keepers and attacking creativity from the likes of Ashley Westwood and Ashley Barnes. Burnley have made a sensible habit of acquiring British talent that may have otherwise been ushered out of a side because of an expensive foreigner.
This has turned out to be a sensible decision both financially and tactically from Burnley. The British talent in the ranks at Burnley have taken them all the way to Europe and seventh in the Premier League.
3. Turf Moor? Well...It's a Fortress
There is a common guideline for those attempting to survive in the Premier League; don't lose at home.
If you're a newcomer to the top flight, you're naturally going to struggle on the road, so on your own turf is where points must be picked up, and Burnley have done just that and then some.
They have lost just 11 games at Turf Moor out of the 38 they have played since returning to the Premier League two years ago. Only the current top six sides have done better than that.
Usually, when visiting a newly-promoted side's stadium, experienced Premier League outfits fancy their chances at walking away with all three points, but not at Turf Moor. They have built the stadium into a fortress, and even the champions Manchester City failed to win there this season.
Turf Moor is an old school, monumental British ground, and those core British values and players are proving tough for all visitors.
2. Work for the Cause
Burnley's backbone has been crafted by team ethic, consistency and the simple matter of 'sticking with it' - something that has gone missing throughout most English football.
The Clarets have proven that if you can stick with your players and coaching staff through the hardships, you can turn it right around.
In most cases, Burnley's 19th Premier League finish in 2014-15 and their 16th finish two years later would have resulted in a P45 for the manager, and perhaps justifiably so.
If Dyche had been sacked in those low moments, they may have never returned to the Premier League, and Europa League football would be just a fairy tale you could only achieve on Football Manager.
1. The Future England Boss is at the Helm?
The 'Ginger Mourinho' to some, that bloke with the gravelly voice to others, Sean Dyche is the heroic mastermind to everyone involved at Burnley Football Club.
It is six years in charge of the Clarets for Dyche now, and the ex-Watford manager has become a nationwide icon for English football, with calls for him to be the England boss before Gareth Southgate took over.
Without Dyche, Burnley could still be playing second tier football and through trust and patience from the board, Dyche has been the integral figure in turning Burnley into an established Premier League outfit.
He may never manage a top four side, but there is little reason why he should not be the man that leads his country into major tournaments in the future.
It was Sam Allardyce who joked that he would be managing a top four side if his name was Sam 'Allardici'. Although it was perceived as a joke, we can all agree, knowing football the way we do, that it's unfortunately true in the English game.
Sean Dycheini...meh, not bad.