Oliseh, 42, who stood down as Super Eagles coach in February 2016, previously played for Dutch giants Ajax from 1997 to 1999.
Since arriving at Fortuna Sittard two months ago, the former Nigeria coach has steered the club away from the relegation zone with only one defeat in nine games.
it's a good challenge because there is no better way to show that you're good at this job than to pick a team that is really struggling with really unknown players
"That is great for us. And the boys keep improving. We're picking up points home and away. So I'm very pleased with the results" Oliseh told BBC Sport.
Oliseh, who also played for Juventus and Borussia Dortmund during his club career, earned 63 caps for Nigeria.
He says his biggest challenge at Fortuna Sittard has been working on the team's confidence.
"It was the psychological aspect. Trying to get the players to get a winning mentality. Trying to change the psychology and make them believe in their qualities and try to get the best out of them. That was the most difficult challenge" said Oliseh.
The Nigerian's last coaching position had been with his country. He says Fortuna Sittard posed a completely different task.
"Here, it's like I had to start from zero. We practically started everything again. How we defend, how we ball-position, how we counter-transition, how we attack. All this I had to do it from zero. And the weather didn't help me. We didn't have the facilities, like sometimes we had snow. But when I see the commitment the players have put into it, it's good."
Oliseh had also previously coached Belgian lower tier side Verviétois, and he says the Fortuna job was one he could not refuse.
"It's very close to my home. So I can come home and see my kids and my wife every day.
"And it's a good challenge because there is no better way to show that you're good at this job than to pick a team that is really struggling with really unknown players.
"And it was a big risk but I felt that if I could bring them results then it becomes clear that you know your job. And so far I'm very grateful to God that it's working out that way" explained Oliseh, who helped Nigeria win the 1994 Africa Cup of Nations and Olympic gold in 1996.
Oliseh says working abroad is important for all footballers and urged Nigerian stars to embrace opportunities in China.
He also says the Dutch league is perfect for Nigerian players to learn their craft.
"I think it's a league that suits us because Nigerian players are more technical and explosive. And this is a league where a lot of expression is allowed. There's room to play, there's room to attack. And a lot is done here based on tactics."
Nigerian striker Taiwo Awoniyi currently plays for Dutch side NEC Nijmegen, and Oliseh says it was good to catch up with the 19-year-old recently.
"He's one of the players I like very much. He's a very good player. I've met him and I've seen him play. Running into him was really nice. I'm a Nigerian first. And I have my country in my heart. So when I see a kid from Nigeria, it's warm."
Oliseh has been monitoring Nigeria's chances on the global stage and is optimistic about their chances of qualifying for the World Cup in Russia in 2018.
After leaving his post as coach of the Super Eagles, Oliseh worked at Fifa on their new technical committee. He says the door remains open for him to continue his work with football's world body.
"I tried to arrange with them that if I'm not working here and there's an event and Fifa needs my services, that I can be available. But at the same time, I love coaching. I love working with young players. I like seeing them grow and getting results, so it's good."
The former Nigeria captain and coach, Sunday Oliseh, says he is relishing his role as head coach of Dutch club Fortuna Sittard, after a successful start at the second tier side.