Djibril Sow struck for the 1-0 triumph on Sunday, with Unai Lopez seeing red for Rayo just before halftime.
Pimienta later said: "The team has defended well, it has been generous. All this suffering of the players is going to make us grow a lot.
"The fans have been wonderful. When you hear that murmur it is because they want more and that will make us not relax. For me, it is the best fans we have.
"We have had occasions to score that second goal, not that we didn't want to play forward. It was difficult to score because Rayo was defensively good. The intention has always been to go for the second goal, but we could not. When the game has broken a bit, we have had more of the ball and we have had a couple of chances with Juanlu.
"After two defeats, the important thing was to return to the path of victory. We knew it was going to be difficult, Rayo is a great team and it has made things difficult for us. The team has made a good match overall, except when you stand in the last quarter of a game. Rayo had to push forward, we had those nerves and it is normal. The important thing was to get victory."
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