On the ball, Wales are more adventurous and creative as they look to build attacks from all areas of the pitch, while out of possession they press with a far greater intensity.
That was evident again despite Bellamy making seven changes to the team that drew in Iceland, keeping everyone guessing with his personnel as well as his tactical approach.
Wales were quick to gain control, dominating possession and territory against opponents who were content to sit back in an attempt to halt a five-game losing streak.
Wilson and the returning David Brooks – starting his first game of the season – probed menacingly for Wales, gliding around the pitch and forcing Montenegro goalkeeper Igor Nikic into saves.
Wilson also created chances for his team-mates, his inviting left-footed cross from the right headed wide by Wes Burns and a delightful through-ball leading to a lofted shot over the bar from Liam Cullen.
Montenegro were struggling to get to grips with Wilson and, when he fell under a challenge from Vladimir Jovovic, referee Filip Glova pointed to the spot.
Wilson sent Nikic the wrong way with his low left-footed penalty and became the first Welshman to score in three successive games for his country since Gareth Bale at Euro 2016.
Wales had developed something of a concerning habit in Bellamy's first three games of faltering in the second half, seemingly struggling to maintain their new boss' intense new playing style and allowing opponents a route back into the game.
Wilson's spot-kick was the fifth goal in four games under Bellamy, all of which had come in the first half. By contrast, all three of the goals they had conceded had come in the second period.
The hosts may have worried history was repeating itself when Radulovic struck the bar with a stunning effort.
Wales needed settling, so they brought on an old head – and a familiar face – as Joe Allen returned from international retirement to earn his 75th cap, nearly two years after his 74th.
The introduction of the Swansea City midfielder, a veteran of two European Championships and a World Cup, helped Wales maintain a degree of control, but Montenegro kept growing into the game.
Stevan Jovetic cleared the bar with a wild free-kick and Nikola Krstovic headed over, but Wales had chances too as Burns and Neco Williams went close.
For Bellamy and his players, this was a pleasing riposte to Friday's second-half collapse and a result which sets them up for a tilt at top spot in Group B4 when they visit leaders Turkey and host Iceland in their final matches in November.