They more than held their own in a goalless first half, bossing it in parts, although Hednesford did have a goal by Danny Glover ruled out for offside.
But with Wes Baynes doing well on his debut and the return of Chris Noone and the switch of Jonathan Royle into the back four, helping the side defend much better, the Seagulls secured the points in the second half.
Rob Hopley scored from close range on 56 minutes after brilliant work on the right by Obi Anoruo, tricking his way past two defenders, and on 68 minutes Anoruo got the second after Marc Williams had played the ball into him following a corner.
Marc Williams was again outstanding in the second half and Josh Ollerenshaw did well on his return in goal, although everyone put in a shift to keep the side’s fourth clean sheet of the campaign.
The result stretches Bay’s unbeaten away record to six games and moves them back into the top half of the Conference North.
Manager Frank Sinclair described it as “one of my most pleasing victories, because of the way we controlled the game, particularly in the second half.
“After conceding five goals last Saturday, to come here and play the way we did, win and keep a clean sheet, was a real professional performance. Every one of them put in an unbelievable shift.
“We have missed Nooney because he makes a big difference with the way he breaks up play, and I think we were a bit steadier at the back and calmer with Joffey (Jonathan Royle) playing in there.
“The most pleasing thing for me was the composure we showed in the second half. I asked for that at half-time because I thought we could have passed the ball a bit better and we did that second half.
“They threw everything at us in the closing minutes, but we threw bodies in the way of shots to stop them getting back in it and that showed great spirit.”
Colwyn Bay: Ollerenshaw, Olapade, Stephens, Royle, Bembo-Leta, Noone, Buckley (Mendez 80mins), Anoruo, Hopley, Williams (c), Baynes (Haywood 76mins). Subs not used: Sharpe, Hodgson.