The Owls claimed their third win in four league outings after winger Kadeem Harris's 54th minute strike.
A delighted Bullen told The Star: "I am living the dream. I am enjoying what I am doing and the players seem to be enjoying themselves at the moment.
"They are working their tail off and playing good football when they need to."
The result has boosted Bullen's hopes of landing the permanent's job.
But Bullen, who stepped into the breach following Steve Bruce's controversial departure last month, refused to be drawn on his future.
"I am not going to get caught up in that type of thing," said the Scot. "What will be will be.
"I am not focused on that at all. All I am focused on is trying to pick a team to get a result at Preston on Saturday."
Despite Wednesday's flying start to the campaign, Bullen is determined to keep his feet on the floor.
Bullen said: "Things are going well at the moment from my points of view but I know as well as anybody that it can change very, very quickly in this league.
"I have come off Twitter and I will leave it to other people to get as high as a kite after a win and as low as a snake's belly when we lose."
Liam Palmer (back spasm) could be fit for the trip to Preston North End this weekend.