The South Koreans beat Paraguay 2-0 in a friendly in Cheonan on Friday, and face Costa Rica on Tuesday in Seoul.
Former West Germany international Stielike was appointed following the Asian nation's lacklustre World Cup in Brazil, where they earned just one point in three group games under Hong Myung-bo.
Stielike said their clean-sheet victory over the South Americans was a poor reflection of his first match in charge, claiming both sides wasted chances.
"I think the match should have ended 6-3 for us," he said.
"Our players did their best for 90 minutes and created many chances."
Meanwhile, Costa Rica interim coach Paulo Wanchope's reign in charge of the Central Americans continued as he led the World Cup heroes to a 4-3 win over Oman in Muscat.
Wanchope is unbeaten through four matches after succeeding Jorge Luis Pinto, who took Costa Rica to the quarter-finals in Brazil.
The former Premier League striker said there was plenty to work on for his men, who almost blew a three-goal lead in Oman.
"[The win] is the positive part, but there is no taste because I consider giving up three goals is a lot, the way we did," Wanchope said.
"We could have controlled the game better, having possession of the ball.
"Regardless, we scored four but [our defence] must be corrected and [we] cannot be happy with that."
The two nations have already met in 2014, South Korea claiming a 1-0 win in January over a Costa Rica side that finished with nine men.
It was the Koreans' first win over the Costa Ricans, who won the previous two meetings.
