ROBERTO Di Matteo enjoyed his first competitive win as Albion head coach as his side cruised into the Carling Cup second round.
Graham Dorrans' first-ever Baggies goal just five minutes into the live TV encounter set the visitors on their way to victory.
Craig Beattie produced an all-action display and his shot deflected in off Michael Jones to give Albion their second goal in the 25th minute.
Strike partner Simon Cox - making his full debut - twice thought he had opened his account for his new club, only for both efforts to be ruled out for offside.
The Baggies rode their luck a little during the final half hour, with Ryan Lowe seeing a hat-trick of chances go begging and Efe Sodje having a header chalked off for offside.
But Dean Kiely finished the game boasting a clean sheet on his return to his former stomping ground.
Di Matteo made eight changes - four enforced due to international commitments - as he handed debuts to summer signings Joe Mattock and Reuben Reid.
Kiely, who was afforded a hero's welcome by the home fans, Leon Barnett, Filipe Teixeira and Beattie made their first appearances of the season, while Dorrans was elevated from the bench.
Shelton Martis was pushed further forward into an unfamiliar central-midfield role against the League Two outfit and, with Jonathan Greening on the bench, Jonas Olsson was handed the captain's armband.
Although it was to prove a relatively straight forward evening for the Baggies, it was Bury who threatened first when Danny Carlton bravely flung himself at Jones' free-kick in the third minute and Albion were thankful to see his header loop over the crossbar.
But just two minutes later, the Baggies took the lead.
Teixeira pounced on a mistake by Paul Scott and surged into the box, only to be stopped by Ben Futcher's lunging challenge.
But the ball ran kindly for Dorrans, who kept his cool to slot home his first-ever Albion goal from 12 yards.
Cox sprung into life in the ninth minute when he showed good strength to turn his marker before firing a 25-yard effort straight at Wayne Brown in the Shakers' goal.
Beattie picked out Reid with a pinpoint crossfield ball in the 13th minute and the former Rotherham winger teed up Gianni Zuiverloon, who hammered a 20-yard drive just over the bar.
The visitors thought they had doubled their lead four minutes later when Beattie latched onto Reid's knockdown and powered past three Bury defenders before forcing Brown into a good low save.
The ball broke to the unmarked Cox who fired into the empty net but his effort was ruled out for offside.
Albion were in total control and they did extend their advantage in the 25th minute as play swiftly moved from one end to the other.
Ryan Lowe played Brian Barry-Murphy's free-kick dangerously back across goal but Barnett cleared and the Baggies quickly counter-attacked through Beattie.
The ex-Celtic striker exchanged passes with the marauding Reid before seeing his shot from inside the penalty area deflect into the net by Shakers midfielder Jones.
Alan Knill's men were forced into a change on the half-hour mark when Domaine Rouse came on for the injured Carlton, who looked in some discomfort.
Nine minutes before the break, Beattie skied a golden opportunity from 12 yards after Reid again burst forward and squared the ball across the box. That could, and should, have sealed the tie.
It was looking all too easy for the Baggies but substitute Rouse reminded them the tie was far from over when he spun in the penalty area and fired a low 15-yard shot inches past the right-hand post and into the side-netting.
Dorrans then allowed Stephen Dawson to dispossess him in the middle of the park in the 43rd minute and the Bury midfielder eased forward before drilling a 20-yard shot straight at Kiely.
Within 30 seconds of the restart, Reid cut inside and saw his shot deflect off David Buchanan and fly just over the bar.
But the second period was to prove much more taxing for the visitors.
On 56, a mix-up in the Baggies' defence saw the ball run to Jones and he almost made amends for his own goal as he thumped a shot from the edge of the box inches past the right-hand post.
Dorrans' quick feet allowed him to thread the ball through to Cox in the 59th minute and the former Swindon striker rounded the goalkeeper and slid the ball home, only to be denied by an offside flag for the second time in the game.
Back came Bury and Barnett got caught out by Lowe in the 63rd minute. The hosts' striker looked to have rounded Kiely, but the Ireland international flung himself to the floor to produce a fine save.
Bury thought they had pulled a goal back in the 66th minute, only for Sodje's powerful header from Jones' free-kick to be chalked off for offside.
Jones slid the ball through to Lowe in the 75th minute and he flashed a low 15-yard shot across Kiely but past the left-hand post as the Gigg Lane outfit became more and more threatening.
Lowe had an even better chance five minutes later but volleyed Jones' whipped cross horribly wide from close range.
Dorrans relieved the pressure when he picked up the ball on the halfway line four minutes from time and set off on a jinking run that resulted in the impressive Scot flashing an 18-yard shot just past the right-hand post.
BURY (4-4-2): Brown; Scott, Futcher, Sodje, Buchanan; Racchi (Johnson 60), Dawson, Barry-Murphy (Baker 55), Jones; Carlton (Rouse 30), Lowe. Subs not used: Belford (gk), Creswell, Patel.
ALBION (4-4-2): Kiely; Zuiverloon, Barnett, Olsson, Mattock; Teixeira, Martis, Dorrans, Reid; Cox (Wood 80), Beattie. Subs not used: Carson (gk), Greening, Valero, Moore, Samuels, Knight.
GOALS: ALBION - Dorrans (5), Beattie (25).
BOOKINGS: BURY - Dawson (foul 81). ALBION - Reid (foul 61).
REFEREE: R Shoebridge (Derbyshire).
ATTENDANCE: 3,077 (644 Albion fans).
ALBION STARMAN: Graham Dorrans.