After Sunday's chastening Premier League loss at West Ham, things were almost compounded as 16-year-old Luke Matheson stunned Old Trafford by cancelling out fellow teenager Mason Greenwood's effort to secure a 1-1 draw.
Sergio Romero saved the day by denying Jimmy Keohane to secure a 5-3 penalty shoot-out victory, saving United from an embarrassing third-round exit to the plucky League One side.
It was a let-off for Solskjaer's men and a further reminder of the need to make their chances count, having converted just one of their 31 shots on the night.
"We go 1-0 up in many games," the United boss said. "Today it's again go 1-0 up and you think 'go on then, get the second' which is the key now and that is learning curve for these boys as well.
"We need to go for a second. "At this club you don't just sit back and hope that's enough good. If you settle for good enough, that's not what we want."
This performance raised more questions than it answered, but 17-year-old Greenwood was one of the few positives after wriggling free to score in front of the Stretford End - just as he did in the Europa League against Astana last week.
United will now face Chelsea in the fourth round of the competition and Solskjaer is not afraid to throw the 17-year-old in at the deep end and would have no problems starting him at Stamford Bridge.
"If you want to win it, you have to beat the best," the manager said. "We play them first game of the season this year. We played them in the FA Cup last year and it slots into a couple of weeks with loads of travelling."
The Carabao Cup draw means United will have four successive away games, with trips to Norwich, Partizan Belgrade, Chelsea and Bournemouth as October turns to November.