French striker Nade, a free transfer signing from Nantes in the summer and who turned 22 yesterday, scored a stunning 16th-minute winner to send the Blades into the third round of the Carling Cup.
But it was goalkeeper Ian Bennett who was the real hero, producing three top-drawer saves to spare the blushes of United manager Neil Warnock and the rest of the bottom of the Barclays Premiership club.
The 57-year-old was often barracked by Bury supporters - among a crowd of just 6,273 - due to an ill-fated 18 months in charge of the Shakers before taking over the Bramall Lane helm in December 1999.
Warnock failed to keep the club in what is now the Championship at the end of the 1998-99 season after he took over from Stan Ternent who had before that enjoyed a successful three years in charge at Gigg Lane.
Bury fans have never forgiven Warnock for his failure, and they made their feelings plain, although it was the Blades boss who had the final say thanks to Nade and Bennett.
Starting his first game for the club, Nade delivered a rasping 20-yard strike after cutting onto his right foot, with Li Tie creator on his debut after signing for the club following a summer release from Everton.
The duo were among nine changes to the side beaten 2-1 by Reading on Saturday, with former Everton midfielder Li making his first senior appearance since January 2004 due to a series of horrific injuries.
Claude Davis was another debutant, with the club record £3million centre-back signing from Preston fit again after sustaining a knee injury in pre-season.
After breaking the deadlock, a United defence that also included veteran Craig Short making his first appearance of the campaign, only gave up one chance in the opening 45 minutes.
It was a defensive error that allowed Nicky Adams to deliver a low ball into the area where a sliding Andy Bishop stabbed goalwards from five yards, only to be denied by a full-stretch Bennett.
Bury, who defeated Sunderland in the first round four weeks ago, should have been left with no way back just after the half hour.
But from 10 yards and after a goal-line pull-back from Rob Kozluk, former Bury forward Colin Kazim-Richards, a deadline-day signing from Brighton, shaved the crossbar with a rising right-foot shot.
After the break Bennett came into his own, making two outstanding saves in the space of three minutes to frustrate a team currently one off the bottom of Coca-Cola League Two.
In the 51st, Bennett was at a full stretch in tipping away a left-foot curled shot from 15 yards from Daryl Taylor that was arrowed towards the top right-hand corner.
Then three minutes later the 34-year-old, signed from Leeds in the summer, produced his best save of the game.
Bennett showed superb reflexes in smothering a near-post, point-blank flick from Bishop in meeting a perfect left-wing cross from Tom Kennedy.
Warnock, who handed debuts to Stephen Quinn - younger brother of Alan as they played together for the first time at senior level - and Colin Marrison in the second half, saw his side struggle after the break.
Aaron Grundy, making only his third appearance for Bury after Alan Fettis was forced off just before the break through injury, was never tested.
United's sole effort came in the 72nd minute with Kozluk spooning a 12-yard shot over the bar as the Blades limped towards the final whistle.