They moved two up inside half an hour and were then content to hold Rovers, who have yet to score twice in a game this season.
The disillusioned home fans showed signs of unrest during the second half, but came close to forgiving everything as Rovers pulled out a grandstand finish.
Andy Sandell, who hardly saw any service for most of the game, seized the ball just outside the box and thumped a left foot drive past the confident Walsall goalkeeper Clayton Ince.
Either side of the goal Lewis Haldane saw Ince beat away a shot at the near post and then sub Richard Walker hammered a shot over the bar.
The late efforts could not disguise the lack of firepower, which was as faint as the pitch markings which could hardly be seen from the stands.
Walsall could not have got off to a better start, with Rovers keeper Steve Phillips handing them a goal in the eighth minute.
He rushed off his line to meet a Michael Dobson free-kick, but missed his punch as he reached over defenders and was stranded as Scott Dann flicked the ball past him.
Craig Hinton had fouled Martin Butler for the free-kick and the next time they clashed Butler had the ball in the net, only to see it ruled out for a foul on the Rovers captain.
Crestfallen Rovers managed to pick up their game without quite worrying high-flying Walsall. Then, just as they thought their efforts were starting to swing things their way, they were hit by a 28th minute stunner of a corner.
Craig Pead, who had come on for the injured Ian Roper, aimed his flag-kick across goal and the defenders, who were slow to react, turned in horror as Daniel Fox skimmed his header past Phillips.