"I know which one I'd take, and that's staying in the Premier League and getting beat by Lincoln, rather than beating Lincoln and getting relegated out of the Premier League, trust me."

Clarets boss Sean Dyche has enjoyed real highs in nigh-on nine years at the helm at Turf Moor.
Lincoln celebrate their shock winner at Burnley in 2017Lincoln celebrate their shock winner at Burnley in 2017
Lincoln celebrate their shock winner at Burnley in 2017

But he has also experience some bitter blows, suffering cup exits as a Premier League club at the hands of then League 2 neighbours Accrington Stanley and then-National Conference side Lincoln City.

Burnley have, under Dyche, gone out of the cups to lower league opposition on eight occasions, in 2014/15 to Championship Sheffield Wednesday, 2015/16 to League 1 Port Vale, 2016/17 to Stanley and Lincoln, 2017/18 to Championship Leeds on penalties, 2018/19 to League 1 Burton Albion, 2019/20 to League 1 Sunderland, and last season to Championship Bournemouth.

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However, the Clarets have feasted at the top table for seven of the last eight seasons, with Dyche twice winning promotion to the top flight, the second time as Championship winners, while also finishing in the top 10 in the Premier League twice, securing European football in 2018.

And while the setbacks aren't forgotten, he knows which way up he would rather have it, with the kudos and financial incentives on offer in the promised land.

The Clarets host League 2 neighbours Rochdale at Turf Moor on Tuesday night, and Dyche is wary of what could be a potential banana skin - although the Premier League, as ever, remains the priority above all else.

Dyche said of those past upsets: "They're parked quickly, but they're not great games for us.

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"But, in comparison to how many great games I've had here, it would be ridiculous to cry it in over a couple of games.

"We've had so many great occasions and games, they're parked but still part of you, part of the truth of the story.

"Some of the things you get hit with in this business, they happen, I've been on the other side of that in my career, we had cup runs with Chesterfield and knocked out bigger opponents.

"I always have respect for those teams, I had respect for Lincoln, fair play to them, packed men behind the ball, had one effort on goal and scored.

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"I didn't cry it in, but you have to remember all the good stuff as well, in measure I think most people would take the good stuff - I certainly would.

"I know which one I'd take, and that's staying in the Premier League and getting beat by Lincoln, rather than beating Lincoln and getting relegated out of the Premier League, trust me."

Many Burnley fans yearn for a cup run, with the run to the semi-finals of the League Cup in 2008/09 still a fond memory.

And some point to the missed opportunity against Lincoln - with a place in the last eight up for grabs.

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The Imps stunned the Clarets to become the first non-league club to reach the quarter-finals since 1914 - the year Burnley won their only FA Cup - but while there was no guarantee Dyche's men would have pulled out Arsenal in the hat, as Lincoln did, it just shows the difficulty of advancing to the latter stages of cup competitions.

Since Wimbledon won the FA Cup in 1988, beating Liverpool, only Portsmouth, Wigan and Leicester, outside the established Big Six clubs, have won the world's most famous knockout.

And in the League Cup, Manchester City's property for the last four years, since 2014, when Middlesbrough beat Bolton to win it, it is a similar story, with only Birmingham and Swansea claiming glory from outside Manchester United, City, Liverpool, Chelsea, Arsenal and Spurs.

You can want a cup run all you like, but City have knocked Burnley out of the cups in three of the previous four seasons, in the FA Cup in 2017/18 and the following year, and the League Cup last season.

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But, you can only dream as long as you are in the cups, and while Dyche will make changes, he will put out a side he feels can do the job against Dale: "It can be difficult, you're kind of in recovery today, then you're ready to piece a team together tomorrow morning, make sure they're in the frame of mind you need to challenge themselves to win a game, but that's one of the challenges of it.

"The cup, when you look back, particularly at early rounds, a lot more teams have gone out because maybe the mentality is not quite as aligned as what it is for Premier League games, crowds and numbers are different, but we've been pretty solid with our mentality towards these games.

"We haven't always won them, but I think our mentality has been right.

"I think our mentality really is one of our key things, so I'm looking for that to be right before I worry about anything else.

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"I want the players to have that mentality to put on a good performance, and we will probably make changes, so I want them to perform as well.

"You want players to be knocking on the door through their performances, not just their words, can they perform at a level that says 'I'm ready', 'Don't forget about me'.

"It's not always that simple, but it's important to keep reminding them of that, the team isn't a million miles away with performance levels, but sometimes it takes a jolt of a change to change that into winning performances, but it's a nice reminder if you have players who are fit, well and their eye is in to deliver a performance.

"That's a good place to be in with a manager, to have players who are all chomping at the bit.

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"It's not easy, just because you're playing lower league opposition, whoever is playing has to perform, centre forwards have to perform to get a goal, wide players trying to get an assist, midfield players doing their job, defenders trying to keep clean sheets - you want everybody to be active, to have the mindset to perform correctly."