The Primeira Liga giants' only loss in their last 10 outings against teams from the Netherlands was on penalties to PSV in 1988's European Champions Clubs' Cup
AZ themselves have a decent record against sides from the Iberian nation, avoiding defeat in each of the three times they have hosted Portuguese teams, beating Sporting Lisbon and Braga, while drawing with Pacos de Ferreira.
Table-toppers domestically, Benfica will be confident heading into this game having won 25 of their last 29 matches in all competitions and each of their away fixtures since dropping into the Europa League.
Conversely, AZ are in poor form with just one win from their last five games and will likely have to reach next season's Europa League through the Eredivisie play-offs, unless they win this year's competition.
That bad run has been partly down to a lack of goals - they have found the net just three times - and the form of top scorer Aron Johannsson may also be a concern.
The USA international has failed to fire during his team's slump, having previously racked up 25 goals for the season.
Johannsson has labelled the clash AZ's most important of the season, but is expecting a tough test against "world-class" opposition.
"It is the biggest game of the season for us and we look forward to it," he told Maisfutebol .
"On a good day they are one of the best teams in the world and have world-class players.
"Of course, we're the underdogs."
AZ's top Europa League scorer this season, Johann Berg Gudmundsson, has scored three in the competition proper, but the club revealed this week he will leave at the end of the season along with coach Advocaat, the only boss remaining in the Europa League to have won it - with Zenit in 2008.
Gudmundsson's three goals have come in nine games, but Benfica's prowess in front of goal is perhaps more impressive, with forward Lima having matched the Iceland winger's total in just four outings.
AZ will be without Dirk Marcellis after a knee operation, but key midfielder Nemanja Gudelj recovered from a knock to play 90 minutes of Sunday's 0-0 draw at Cambuur, while Benfica coach Jorge Jesus has a full squad to choose from.
