Timo Werner ended his goal drought against Morecambe, while Kai Havertz also scored for Chelsea in a 4-0 triumph.
Werner ended a goal drought of 827 minutes with the home side's second in a 4-0 triumph at Stamford Bridge on Sunday, Mason Mount having opened the scoring.
Havertz was involved in his fellow German's goal just before the break and went on to find the net himself against fourth-tier opposition, heading in a cross from Cesar Azpilicueta in the 85th minute.
The duo were part of a strong team selected by Lampard, who believes the big-money signings from the Bundesliga made a "nice little step" forward as they continue to adapt to life at Chelsea.
Discussing Werner, who had not scored for his club since a 4-1 win over Sheffield United on November 7, Lampard said: "I'm pleased for him.
"Strikers want to score goals and he's had plenty of near misses in those times. He's been getting in positions to score goals but they haven't been going in for him.
"I was pleased to play him today and get him confidence from scoring a goal. It wasn't easy, there wasn't space behind them because they defended so deep, but he gets his goal and moves onwards.
"It's important that we understand with both Timo and Kai that they are young lads coming into this league. Tough patches are normal coming into the Premier League - some of the greatest players that have graced it have found that at the beginning.
"That is a nice little step for both of them."
While Werner made way for Olivier Giroud in the 68th minute, Havertz played the full game, during which he completed 89 per cent of his attempted passes.
The former Bayer Leverkusen player also had two shots as he continues to build up his fitness after overcoming COVID-19, with Lampard insisting Chelsea fans must show some patience with the 21-year-old.
"There are numerous levels Kai can go up because of the potential of him as a player," Lampard told the media.
"Even in his short period at Chelsea he's been unfortunate in that he had COVID and suffered a bit in coming back from that.
"Today I saw him - and during the week in training too - looking stronger and fitter. There are levels to go up, but - again - we have to remain patient.
"He's come here with a huge amount of talent but has to get accustomed to the league, accustomed to the speed of the league, the pace of the league. We as a club must support him through that for the future, both him and Timo.
"It was a small step in a big picture, but a step made in a good way for both of them."
The victory means Chelsea have progressed in their third-round tie in every season since 1997-98, when they were eliminated by Manchester United.