Rotherham United 1, Burnley 2
The Clarets took the lead in the ninth minute, after Millers midfielder Grant Ward had found the gloves of England international Tom Heaton from the edge of the box.
Just four touches were needed from Michael Duff’s free kick for the ball to find a route beyond Lee Camp.
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Hide AdBen Mee helped the ball on to George Boyd, Millers defender Smallwood inadvertently clipped the ball through to Gray and the £6m record signing guided the ball in to the corner.
The hosts were struggling to pose a threat from open play, as Joe Newell glanced wide before skewing another effort off target, and so Eric Black’s side looked to set plays to impact.
Tony Andreu went close from 20 yards out once George Boyd had grounded Jonson Clarke-Harris but, though the movement of the ball startled Heaton, the effort flashed wide of the far post.
However, the more clean cut opportunities fell to the visitors as they looked to extend their cushion.
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Hide AdTendayi Darikwa’s drive caused problems for Camp after taking an awkward deflection off Smallwood, but the Reds stopper adjusted his body to save.
And then Vokes, set to join up with the Welsh national side ahead of their UEFA Euro 2016 qualifiers, went even close with an exquisite strike.
After taking a touch the striker lifted a beautifully weighted effort from 25 yards out of the reach of Camp, but the ball cannoned back off the bar.
The away side needed a second to show for their dominance and David Jones was next to try his luck.
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Hide AdThe midfielder cut inside on to his left foot and whipped an effort goalwards from the edge of the box, but Camp sprawled to his right and palmed to safety.
At the other end, with the first half petering out, former Blackburn Rovers striker Matt Derbyshire turned his marker on the edge of the box and forced Heaton to turn the ball around the upright.
Then, with one minute of additional time signalled by the fourth official, Vokes shaped an effort towards the corner but the attempt ricocheted to safety.
The Clarets weren’t as impressive after the interval. Anybody stationed inside the stadium or tuning in to Sky Sports could tell you that. The tempo dropped, the press was less energetic and suffocating, and they provided United with space to move in.
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Hide AdLittle happened in the second half, though, until both managers opted to make changes to their respective XI.
Black withdrew Newell and Andreu for Danny Ward and Chris Maguire and within minutes his side were level.
Boyd allowed Grant Ward to pass too easily from the left hand side and the winger arrowed an outstanding strike across Heaton and in to the top corner.
Matthew Taylor was already stripped by this point and the former Hammer replaced Boyd in the 76th minute.
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Hide AdFive minutes later, Sean Dyche’s men restored their lead. Gray’s incisive pass found Scott Arfield, the midfielder stung the palms off Camp but the ball spilled in to the path of Vokes who turned the ball home.
Clarke-Harris watched his shot dip over the bar late on, but Burnley claimed the three points ahead of the international break despite doing things the hard way.