Two tries from Oliver Gildart helped Rovers set up a repeat of the 2024 Old Trafford showpiece with a 20-12 win over St Helens at Craven Park on Saturday, but the home side's missed opportunities left the result in doubt until the dying stages.
Wigan looked much more assured in their 18-6 semi-final win over Leigh, with Peters aware his players must be at their best in next Saturday's grand final.
"The team we're playing next week ice their moments, and that was the difference with last night's game and last year's grand final,'' the Australian-born coach said.
"(Former Parramatta star) Bevan French and icing the moment - that's what it came down to, and that's what we've got to do better. We need to go up another level. Individuals need to do that and we need to do that collectively."
Rovers looked on song as they built a 12-0 halftime lead through tries from Mikey Lewis and Joe Burgess, but the Saints, who had offered next to no threat in the first period, belatedly stirred and Deon Cross's effort soon after the break gave them a flicker of hope.
"I was happy with the first half, the way we suffocated our opponents and applied a lot of pressure, and we should have been up more in the first half,'' Peters said.
"We were just overplaying a little bit, we went away from what worked and put ourselves under pressure. But I'm really happy we found a way to win that game."
St Helens coach Paul Wellens said he was convinced his side could summon another stirring comeback after Cross went over to temporarily reduce the deficit to six points.
With last week's heroic win at Leeds still fresh in the mind, the nerves were clear to feel at Craven Park, but Wellens was left to rue their failure to seize the moment.
"The real frustration is for the first 40 minutes they had a stranglehold on us, and the second half we started with a stranglehold on them and we let it go," the coach said.
"We were big contributors to our own downfall.''
Wellens shrugged off questions about his own future, with the Saints hierarchy set to meet soon to determine whether he is the man to take them forward next season.
"Naturally the club have to make a decision on what they want in the future and those discussions will take place sooner rather than later," he said.
"I am comfortable with whatever happens regarding my future."