Beat Watford in the League Cup under Roeder, struggling to think of many more competitive wins on penalties.
Yep. According to .com we've played 9 competitively and that's the only win.
04.11.1971 Pecsi Dozsa - Fairs Cup (McFaul)
05.09.1979 mackems - League Cup (Hardwick)
22.01.1992 Bournemouth - FA Cup (Srnicek)
17.01.1996 Chelsea - FA Cup (Srnicek)
11.11.1998 Blackburn - League Cup (Given)
06.11.2002 Everton - League Cup (Harper)
27.08.2003 Partizan Belgrade - CL Qual (Given)
08.11.2006 Watford - Carling Cup (Harper)
30.11.2016 Hull - EFL Cup (Sels)
Then England:
West Germany 1990
Spain 1996
Germany 1996
Belgium 1998 (King Hassan Cup)
Argentina 1998
Portugal 2004
Portugal 2006
Italy 2012
So 2 out of 17 between England and NUFC. Almost impossible statistics, failure stretching across various different squads/generations.