The Cypriot put up a dogged performance at Stamford Bridge with goalkeeper Jay Gorter making several crucial saved.
However, they were rewarded 12 minutes from full time with Moises Caicedo heading home the winner to hand the Premier League side all points at stake.
“You have to keep banging on the door,” said Rosenior.
“Obviously you want to get the breakthrough earlier to open up the game. I felt it was a harsh decision on Enzo. Maybe he puts his hands on him but in the Premier League it’s probably a goal.
“You just have to keep going. There are things I was pleased with, things we need to improve on, but overall we kept going.
“They were making block after block, save after save, and I was delighted for Moi to get the goal and the result we deserved.”