The former Fulham and Bournemouth boss has overseen just two wins from 12 matches since taking charge of the Belgian club, with speculation mounting that he could lose his job after only a few short months.
Bruges were totally outclassed on Tuesday, Rafa Silva and Goncalo Ramos scoring shortly before the break and the latter striking again early in the second half to turn the night into a rout.
Joao Mario converted a penalty to become the first Benfica player since Eusebio to score in five successive European Cup or Champions League games and David Neres' then added a fifth before Bjorn Meijer fired in a consolation.