Having narrowly missed out on retaining their LV= Cup crown last month, Rob Baxter's side are still pushing hard on two other fronts with the Devon club currently occupying one of the four play-off spots in the Aviva Premiership, as well as having booked a first-ever European semi-final against Gloucester this Saturday (7:45pm).
For Dollman - one of a number of Chiefs who have been part of the club since it's days in the Championship - it's exciting times and the Welshman believes the Devon club must build further on Sunday's win over reigning Premiership champions Northampton Saints.
The 21-10 win at Sandy Park not only helped to elevate the Chiefs back into fourth place in the current standings, but ensured they became the first side this season to claim a league double over the table-topping Midlanders.
Assessing the victory, the 29-year-old back said: "It's a good little victory for us, beating the champions twice is always something to be proud of. That said, we knew we had the performance in us to win at home and back up what we did away at their place. Crucially, we stuck to the game plan and played some good rugby, so we're all happy."
With just three rounds of battle left in the scheduled Premiership campaign, Dollman - who scored Exeter's opening try against Northampton - knows this is the period of the season when the leading teams start to crank things up.
“It is at that time of year now where if you are involved in the big games it is exciting and we are pushing ourselves to be up there and fighting for everything," added Dollman.
“You have got to be excited with that as a rugby player – you have got to be excited to be at the top end of the table and fighting it out with all the big boys.”
And Dollman insists his side's latest victory should come as no surprise to the wider public, particularly as the Chiefs look to establish themselves amongst English rugby's leading lights.
“It is no more than what we have done all year – we have always looked to take teams on and beat teams and looked to make statements in every single game,” he said. “We have to look to keep doing that because if you take your foot off the pedal for one minute it is game over.
“We have got guys here who have been through those big games and experienced it and we have learnt as we have gone along."
Having netted Exeter's opening try early in the game on Sunday, the former Dragons playmaker thought he had doubled his tally midway through the half when he outpaced Northampton's James Wilson over half the length of the field to dot down for a second time. Sadly, it was not to be as TV replays subsequently adjudged Dollman had knocked on in the lead up to the score.
“I was pretty disappointed,” he admitted. “I only realised when I was 20 metres form our end that the ref was looking back at it on the big screen. It was a big dive over the line for nothing!”
With the Chiefs set to have a break from Premiership action this weekend, it's a trip to Gloucester's Kingsholm Stadium that will occupy the thoughts of Dollman and his colleagues this week as they look to bank themselves a first-ever appearance in a European final.
"Getting to a final is a huge carrot for us," said the Caerphilly-born player. "But, we know it's a huge game for both sides. Going up to Kingsholm is never easy and we know it's going to be a huge atmosphere and a big physical test, so we have to be ready for that just as we were on Sunday."