"Coming away to South Africa - we don't complain about travel. This is a tough place to play regardless," Jones told Premier Sports.
"The Bulls were immense. What a game. We had to dig deep in those defensive sets. We pulled through and kept them out."
Number eight Jack Dempsey said Glasgow's trip to South Africa last month - losing to the Lions and Bulls - proved key in preparing them for Saturday's upset.
"What a game. I'm so proud of the boys," he said.
"To come all this way after Munster last week - that was a Grand Final. Then we have to come all the way here in six days, play another Grand Final in front of 50k...
"We came here a few weeks ago and got a taste of the altitude, we knew what it felt like."
Full-back Josh McKay added: "It's a final, there were butterflies throughout the day. I had to keep a lid on it and pop the bottle at the right time.
"These are the games you want to play. As a young kid growing up in New Zealand, you watched big games at Loftus, getting up at 4am to watch them. To play in one and win a final with the Glasgow brothers is unbelievable."
Matt Fagerson - player of the match in the final - savoured URC glory after Glasgow "won it the hard way" with the odds stacked against them.
"Words cannot describe how we're feeling right now," Fagerson told Premier Sports after the 21-16 victory the Bulls in Pretoria in which his side roared back from a 13-0 deficit after 40 minutes.
"It's something we've been working towards all season and to do it in a place as historic as this in front of all these fans is, I can't put it into words.
"I think in the last three or four games, we've really taken a liking to knockout rugby in a sense of we're not overplaying the ball and when you've got a kicker like George Horne, it makes things so much easier.
"We went the hard way but we wouldn't change it for the world."
Duncan Weir, the only surviving member of Glasgow's 2015 Pro12-winning squad, added: "Unbelievable. The fight, the guts, the blood, sweat and tears - we did everything.
"I'm so proud to be part of this team. It'll be a good party."