Bellamy, 33, linked up cleverly with his 35-year-old strike partner to restore City's lead in the 54th minute after Josh King had briefly brought Rovers level.
Helguson also laid on goals for substitutes Lee Mason and Kim Bo-Kyung as the Bluebirds made it five wins in six unbeaten games.
For the free-kick that ultimately brought about captain Mark Hudson's opening goal, Bellamy was on the end of a robust challenge from Blackburn midfielder Jason Lowe, and Mackay marvelled at both his and Helguson's propensity to come through bruising encounters despite their advancing years.
"You can't treat everyone exactly the same in terms of how we train them," he said. "The 19 and 20-year-olds are trained slightly differently to the 34 and 35-year-olds - I wish it had been like that in my time but it wasn't.
"Craig and Heidar will have a day during the week where they'll go to the pool and do some stretching and not go out on the grass, but come 7.45pm on a midweek and 3pm on a Saturday they show that experience.
"Craig's been out for four weeks this season with a swollen ankle and a couple of weeks with a knock on his knee but I want bravery - I want people in those positions and a desire to do that.
"He does it every day in training. He wants to train every day and I have to pull him back and say 'no, you're going to the pool'.
"In games you've got to just let them go and sometimes they take the knock and get up."
- Sports & Recreation