Rovers ended the "Walsall curse" in style by coming from behind to record a 4-1 win at the Bescot Stadium.
The Saddlers have proved Rovers' bogey team in recent years, and went ahead through Morgan Ferrier.
But John Marquis levelled for Rovers before the break, with Mallik Wilks, James Coppinger and Matty Blair striking in the second period to seal all three points.