The 22-year-old has made twenty-five first-team appearances since joining the club in the summer and, following a spell on the sidelines, started both of the last two games and played a key role in helping the Saddlers earn three points against Leyton Orient on New Year's Day.
Speaking via the club's official website, Rory said; "It's been fantastic. It is a squad game so there are times you'll be in and out of the team. But when you're in you just have to take your chance and I feel as if I have been recently."
Holden, a Northern Ireland Under-21 international, went on to discuss this weekend's trip to Salford City with the midfielder keen for his team to build upon the win over Leyton Orient, admitting the ultimate goal is to return the club to League One.
Rory continued; "Recovery is key and the boys have been spot on with the recovery. We'll just go back, recover and then get ready for the Salford game. As a collective we've been very good and hard to break down away from home.
"At home we need to keep building on that. The fans have been fantastic, their support really does help us get over the line. We take each game as it comes but as a club we want to be in League One. That is our goal."