22-year-old Sheron was one of only two players to join the Saddlers during the January Transfer Window - with Reading winger Jack Nolan joining on a permanent deal for an undisclosed fee - and is already settled into life in WS1.
Speaking via the Express & Star, Nathan said; "He's been brilliant. All of the staff and all of the players have been brilliant with me. I couldn't ask for a better welcome."
Nathan, a versatile defensive-minded midfielder who can play in a variety of positions, has started all three games since arriving at the club and, whilst he is keen to help the team return to form, he will be taking it game by game.
Nathan continued; "We want a good end to the season – we're an ambitious club so we'll try and get better, taking it game by game. I'm just here to try and help the team out and to try and get results.
"We want to push on. Competition is a good thing, it drives you and makes you want to get the best every week. They care a lot about the games and Darrell's a really good manager."