The 23-year-old was recalled from his productive stay with Keith Hill's men after the Iron's current number one Joe Murphy suffered an ankle injury.
Lillis admits he is delighted to be playing in the Championship again but was quick to pay tribute to Dale following his experience at Spotland.
He said: "I fully enjoyed the time I spent at Rochdale, they have a great set of lads there and a really good management team who made me feel really welcome.
"The main thing for me is that being there allowed me to play first-team football week in week out, the reasons anyone wants to play football in the first place.
"I've been playing with a lot of confidence while at Rochdale, something which I'm going to take with me at Glanford Park."