Connolly shared the player of the tournament award alongside Glenn Maxwell last BBL season after plundering 351 runs at an average of 50.14 and a strike-rate of 131.5.
The 22-year-old opened this season with scores of 59 and 77 before falling for just six in Friday's four-wicket loss to Hobart.
Although he missed out with the bat against Hobart, Connolly snared 3-23 from three overs with his spin to almost drag the Scorchers across the line.
In a massive show of faith, Connolly opened the bowling as Perth attempted to defend their sub-par total of 8-150.
Connolly was smacked for six first ball then had danger man Mitch Owen caught in the covers with the next delivery in what was a huge moment of the match.
The allrounder also snared Nikhil Chaudhary (34) and Ben McDermott (9) lbw in what was a superb bowling display.
Connolly's ability to slow down an opposition's innings was on display a week earlier, when the Scorchers failed to defend 6-257.
With his teammates getting smacked to all parts of the Gabba, Connolly was thrown the ball late and returned excellent figures of 0-12 from two overs to give his side a shot at victory.
Connolly became an instant cult hero in February 2023 when, as a 19-year-old, he plundered an unbeaten 25 off 11 balls to guide the Scorchers to a famous victory against Brisbane for the franchise's fifth BBL title.
The West Australian, who was bought by the Punjab Kings in the recent IPL auction, already has one Test, six T20Is and eight ODIs to his name, and Allen has been blown away by the youngster's talents.
"Every interview I do there's some way to talk about Cooper. If he doesn't score runs, then he takes wickets," Allen said.
"He's an incredibly well-rounded cricketer, and I'm not surprised to see him take wickets.
"He thinks like a batter, so he's always trying to be one step ahead of the batters and he keeps things simple.
"He sticks to a plan, and doesn't try to do too much. He's a smart bowler."
The Scorchers slipped to a 1-2 record after their second straight loss, making Tuesday's clash with the Thunder in Sydney a crunch affair.
Allen struggled for consistency last season, but has hit the ground running this campaign with scores of 16, 79 and 43.
The 26-year-old, who was sidelined for more than four months earlier this year with a foot stress fracture, says his time out of the game helped him mature.
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