In the space of two matches, a rousing overture against South Africa at Wembley which Wales lost but could have won, and another heartening performance against Argentina at Llanelli which Wales won but could have lost, they are talking of Henry in biblical terms.
"The people have been very nice but the media's gone over the top," Henry said. "We've had a couple of positive games of rugby, we've made some progress and we've got something to build on but that's the extent of it. Instead the response has been very emotive with talk of a new dawn. Quite frankly I don't need all this hype. Once we get a negative game it will be back to doom and gloom. Let's keep our feet on the ground." Fat chance.
Wales has waited a long time to see the national team play rugby instead of possum and the transformation has been so dramatic it is not surprising that people look for a dawn after a decade underground. "I don't know what it was like before," Henry said. Just as well.
If he could imagine the All Blacks getting ritually slaughtered by the Springboks, or Australia, or England or France then he would have a good idea.
Few people thought Wales would live with South Africa, the world champions, a few weeks ago yet Henry said: "We should have won that one. We lacked maturity and didn't do the right things when we had the chance."
The match against Argentina at Stradey Park last week had the air of a revivalist meeting. Wales scored four very good tries; the Pumas four tries through the sheer power of their pack which looks like a bulldozer in a blue and white jersey. When their forwards weren't being scrummaged towards the South Pole, Wales played some exhilarating stuff; Argentina, under the lugubrious eye of the former All Black Alex Wyllie, seem intent on playing a form of the Eton Wall game.
Wales led 26-6 but by the time they'd conceded a penalty try (they also conceded one to South Africa) it was 26-25. "We got a bit over confident which is amazing," Henry said. "We had played some good football but we didn't get the balance right. Two or three times we tried to attack from all over the place instead of kicking for field position. Our defence was suspect and at times we lacked pace. People were put into space and didn't have the gas to finish. I knew we'd struggle in the scrum. Apart from Jonathan Humphreys we've got a rookie tight five.
"Argentina have always been good scrummagers. They have a huge pack and obviously some of it is down to technique but I'm still not quite sure why they enjoy such superiority in that department. I've got to do some homework on that."
Henry, who was at Twickenham yesterday for the England-Australia game, visits Argentina next week on a reconnaissance trip; Wales play two Tests in Buenos Aires in June before meeting the Pumas in the World Cup opener. "That'll be a good little tour for us," Henry said. "Our World Cup party goes, so it will set the scene."
Next month the Wales squad, who do not resume active service until they play Scotland in the Five Nations in February, will meet Henry for what he describes as a "post-mortem". Humphreys sees it more as a progress report.
This time last year, the Cardiff hooker and former Wales captain was lower than a disused mine shaft; how has Henry turned the wheel? "He's so amazingly positive," Humphreys said. "He never ever believes he's going to lose. When we played South Africa it wasn't a question that we were going to run them close. It was a case of when we win... He truly believed it and it rubbed off. We felt 10 feet tall. What was so good about it is that the game we played was almost exactly how we practised. It was a hell of a shot in the arm. Graham knows what it takes to win. He's coached one of the best sides in the world and obviously he's very, very astute. But in my opinion the biggest difference he's made is that he treats us like men, not like kids. As professionals he showed us respect and we were made responsible for our own performances."
In previous seasons, Welshmen playing in the English Premiership did not find that the WRU kept a welcome in the hillsides. Henry, with no emotional baggage to declare at customs, made regular excursions across the Severn Bridge and brought out the best in the twin towers at Wembley, Scott and Craig Quinnell.
"I found the training sessions refreshing and entertaining," Craig Quinnell said. "They were short and sharp and everything was done at a quick tempo. It was hard but also relaxing and that's a big plus. He had some great line-out ideas and if you question something he explains it. He's also very humorous."
Henry's selection of Shane Howarth, the former All Black now at Sale, gave Wales another dimension at full-back. "He's improved with age," Henry said. "He's better now than when he played for New Zealand. He's always been confident but professional rugby has sharpened his skills and he's not scared to try things."
According to the players, Henry's recruitment of the Geordie Steve Black, as "national conditioning coach" has been another positive move. "Blackie is very passionate about things and is a great motivator," Humphreys said. "He and Graham are a perfect combination."
Overall Henry, who will shortly be joined by his family for Christmas in Wales, has found the first three months of his five-year investiture "pretty good". Henry will get a lot of Christmas cards this year but he has also received letters advising him to learn the Welsh national anthem. "They're right," he said. "That's something I need to do."