Cremonese won 3-1, with Vardy scoring twice and finishing with the man-of-the-match award.
Afterwards, Nicola said of the veteran English striker: "For us, Jamie is a role model. As a coach, I can only say that great champions are incredibly simple. They already know what they have to do and how they have to do it.
"They never have attitudes that aren't constructive for a team like ours. A champion stands out from the average player because he has tremendous quality on the pitch, but also because he has spirit and an awareness of what he represents.
"A true champion never makes mistakes. He's very self-confident and playful, someone who trains constantly. He has his habits, but he came here with the mentality of making himself available.
"I'd also add that the Cremonese team, who welcomed Jamie Vardy, has just as many qualities in this regard. A player like that needs to be understood in terms of his habits, integrated as best as possible, and served by putting himself in a position to make him look good.
"The Cremonese team welcomed Vardy with great privilege, Vardy recognized this and is proving to be a true man in every respect."