The loan signing from Birmingham City – who was handed the No.9 shirt in for Steve Cotterill's men this season – came closest to ending Town's league goal drought in Saturday's defeat to Plymouth.
Cosgrove, 24, saw a couple of efforts flash off-target and his touch get away from him in another key chance in the penalty area. Boss Cotterill felt the ex-Aberdeen centre-forward struggled against the Pilgrims in following up what was an encouraging full debut at Portsmouth last week.
"I think Sam suffered a little bit with second-game syndrome. I thought he was livelier with Pompey the other night," Cotterill said.
"He didn't play a lot of football for Aberdeen before he came down to Birmingham City – he hasn't played a lot of football. Saturday might be a bit of a wake-up call to him that he might need to do more."
Boss Cotterill leads his side out at home to League Two Rochdale this evening in a Carabao Cup second round clash in the hope of more Cup joy following the penalty shootout success against Lincoln a fortnight ago.
The manager is likely to freshen his side up and there could be a full debut for new loanee Khanya Leshabela following a bright cameo at the weekend.
Cotterill said: "We are trying to do things, so I'm not frustrated at what we're trying to do, but I'm disappointed at what has happened.
"Because we've put an enormous amount of work into all of the games. It's not just the strikers either, we do our set-plays every week, but we need to get our head on the ball in their box.
"And, on a regular basis, in our own box. That has been the disappointing thing, the outcome.
"The processes, in where we're trying to get to, are on track, but I'm not saying that in a blasé way. If we'd have won on Saturday 1-0, you'd have been saying what a brilliant performance.
"We ended up with something like 500 passes. I'm not saying that gets you points, because it doesn't. But by having more possession, being better on the ball when we go a goal down – last year you would've thought we'd struggle to get back in the game – now if we keep creating that many chances, eventually it'll unfold and somebody will get a goal."