But the French pair are hoping to have a longer-lasting impact.
"We definitely want to win more games, that is for sure," Pepy said in well-polished English.
"But the main thing is to help the guys develop. We might not come back next season, maybe we will, I have no clue. But there will still be hockey here next season and the most important thing is to help them get better."
The 22-year-old has impressive credentials.
He played for French champion Briancon and helped it defeat Rouen in the final of the French Cup in front of 14,000 spectators.
Ice hockey is by no means huge in France but top players can earn a good salary with a car and an apartment boosting the overall package.
So how did they end up in Dunedin playing for not much with the Thunder? Well, Millerioux discovered an article on the internet about former Thunder forward and fellow Frenchman Jorane Fazende, who played for the Dunedin-based team last season.
The pair decided to contact Fazende, who gave them contact details for former Thunder assistant coach Jens van Poucke. He referred them to new coach James van Leeuwen and from there it was just a matter of details.
The car, apartment and comfortable salary were not on offer with. But they leaped at the chance to experience life outside Europe.
"The opportunity to play hockey and see a great country was perfect for us," Pepy said.
Millerioux (25) arrived in Dunedin this week and missed the opening games against the Southern Stampede.
But Pepy got his first taste of the New Zealand Ice Hockey League and was pleasantly surprised.
"There is a huge difference. Where to start? Honestly, I was expecting something worse. But actually the rink is perfect and the guys are good players."
While Pepy was complimentary, generally his new team-mates were not as quick or skilful as the players in the French league.
They also need to learn how to control the puck and exercise more patience.
"We need to hold on to the puck. In the first game we gave up the puck too easily."
The Stampede won both games, winning the first 7-4 and the second 6-2.
The Thunder plays the defending champions, the Canterbury Red Devils, in Dunedin this weekend, while the Stampede plays the Botany Swarm in Auckland. Both are doubleheaders.
