Dortmund lost 3-1 to Lazio in Rome in their opening group fixture back in October, but have responded well with successive victories over Zenit St Petersburg and Club Brugge twice without conceding a single goal. Thomas Delaney said they "were always one step behind" in that previous defeat to Lazio, but it is now the Italian side who have to play catch-up as they sit one point behind Dortmund.