The Eagle Owls took what many saw as the minimum requirement of four points when they opened their Group G campaign in March, beating Malta and drawing with Lithuania, both away from home.
Taking on the Netherlands on Saturday and Poland on Tuesday, albeit at home, will provide sterner tests for Jacob Friis' squad.
The Dutch, ranked sixth in the world, will begin their qualification campaign this month having lost on penalties to Spain in a thrilling UFA Nations League Semi-final.
Yet, despite the quality and pedigree of their Oranje opponents, confidence remains high in the Finland squad, which has been together since Monday.
"We have watched a lot of Holland's attacking play in the last few days and how we attack against them," said right-back Nikolai Alho, speaking to the Finnish FA.
"Of course, we are up against a tough team," he continued. "A home game and 90 minutes – anything is possible. We are going to win!"
Robin Lod has every reason to be confident, too, given his positive season for Minnesota United in the MLS so far, and his belief in his teammates is clear.
"The expectations are high. The opposition is of course tough - one of the best national teams in Europe at the moment. It's a good opportunity for us, and I have a lot of faith in our team."
These are big statements from the squad, given that the 1-0 win in Malta is Finland's only victory in the last 12 months.
But one of the reasons for the good mood in the camp could be down to Danish manager Friis, who took the job in January and is thus on his second international window with the squad.
"The patterns are clearer than the first time, when we didn't really know what to expect. We're starting to get used to the rhythm the head coach wants," Lod explains.
Alho added, "There were a lot of changes in the way we play and the philosophy, it takes time. Now we have had a little more time and that helps a lot. We are in good preparation.
"A slightly longer camp like this gives us a lot. We get to actually train – it's not like some people can't train and we get to see what's being done on the field. Now we've got some good training under our belt."
After the Netherlands match, Finland welcome Poland to the Helsinki Olympic Stadium, with the visitors without star striker Robert Lewandowski.