Postecoglou has stamped his mark - and his adventurous style - at Parkhead since taking over in the summer with a new-look team and a high-tempo style of play, with the last-gasp 2-1 win at Ross County in midweek making it six wins in a row for the in-form Hoops.
McGregor, who took over as Celtic skipper after Scott Brown left for Aberdeen at the end of last season, believes picking up the first trophy of Postecoglou's reign would signal the club is heading in the right direction under the former Australia boss.
Looking forward to the showpiece occasion at Hampden Park, in which two current Socceroos - Celtic's Tom Rogic and Hibs' Martin Boyle - could play key roles, Scotland midfielder McGregor said: "We're still in the early stages in our development as a group and we have managed to get to the final.
"It would obviously give us a massive lift in terms of the indicators that we are doing the right things and we are getting better as a group.
"The boys are feeling good, really confident on the back of some really good performances.
"We have kept a lot of clean sheets, we have been defending well so everyone is in a good place mentally and when you get the chance to win silverware it just adds a little bit of extra excitement."
Winger Boyle scored a hat-trick for Hibs in the semi-final against Rangers while mercurial midfielder Rogic, who also played under Postecoglou during his Australia reign, has been outstanding for Celtic in the last fortnight since returning from injury.
