On this, his 2001th day in charge at Rugby Park, Jefferies pondered the cabinet reshuffle that has left him as the last man standing.
Sitting in a conference room at the club's rented training accommodation at Glasgow's Science Park, steaming cuppa in hand, he points to the empty chairs and rhymes off his former employers as he would a starting line-up: "Jamie Moffat, Bill Costley, Sir John Orr, David Heath, Robert Wyper . . ."
It is no exaggeration to suggest that, for once, the manager may actually be the most important figure at the club. Were it not for Jefferies' dogmatic approach to the perennial patching-up of his squad, Kilmarnock would, frankly, have been in the grubber. He has achieved consistently above reasonable ambition and, occasionally, beyond the wildest expectation.
He has, in his own words, "made a stick to beat myself with".
At times, there have been volunteers from the Rugby Park stands who would happily have whipped Jefferies for implausible crimes, such as failing to provide European football for a club that, in financial terms, ought to have been bracing themselves for the first division if not the armageddon of administration.
Contentment has been hard-earned and not without personal sacrifice. In his five years at the helm, Jefferies has watched his stock steadily rise after the damaging association with Bradford City, yet he has willingly taken a hit on his earning capacity; a gesture that not only underlined his commitment to the club but emphasised the gravity of Kilmarnock's finances.
The speculation engulfing Steven Naismith is merely the latest obstacle on a carefully-mapped route. Jefferies, you see, is a glutton for punishment. Having declined to leap out of an escape hatch two years into his stay, he has been offered the kind of contract extension that would make him a modern-day Jim McLean; albeit with a friendlier disposition that belies the dour-Borderer stereotype.
"When I first spoke to Jamie Moffat, he said he wanted someone with a track record and I had experienced a similar situation at Hearts," he recalled of his succession to the hugely popular and memorably torn-faced Bobby Williamson.
"I was from the east and was not the people's choice. I knew that. But if things turned sour, I was assured there would be no panic and we would see it through. A change of manager, somebody without that experience, may have had serious consequences for this club. I had a three-year plan and the problems began after that second year. I could have left then but we stuck to it."
A recent report on the critical financial health of Scottish football had Jefferies spluttering into his Earl Grey. The suggestion that he operates with an annual player budget of £2m drew a husky sigh. "It's £1.3m," he contested, "and that's only because I pleaded to increase it from £1.1m.
"They could not keep throwing money the way they were or the club would have gone out of business. Simple as that. In my second year at the club, had the new business plan not been accepted by the bank, we would have been fairly close to administration.
"If I was over budget, then I would have to say how I would recover the money, usually at the next available transfer window. The expectation levels never dropped, even though I did not have the luxuries Bobby did to take the club into Europe."
Luxuries were measured in Cocards, McCoists and Durrants. These days Jefferies deals in Fords, O'Learys and Fowlers, yet the downsizing has hardly been to the detriment of onfield output.
Kilmarnock have made another sprightly start to the season, snapping-up seven points from an opening nine. Continuity is the key to Jefferies' success.
"I remember Walter Smith telling me a story about when he met with Dick Advocaat at a reserve game," he recalled. "He Advocaat couldn't believe why a manager would stay that long at a club. I can see it from both sides but sometimes if you are comfortable in your surroundings why leave?
"It's not a lack of motivation.
This is not an easy job. It gets harder every year. We have stayed in the top five which is unbelievable when you consider that, financially, we should be with St Mirren, Motherwell and Dundee United. We are winning our league every year."
With such a track record, surely Jefferies would be a prime candidate for a more glamorous and tangibly rewarding gig? The Bradford fiasco has, in all likelihood, cost him a chance of another crack at England's top tier. He accepted a job that was doomed from the outset and did for his reputation south of the border what Leicester City did to Craig Levein's.
"A lot of people told me not to touch the Bradford job but I wanted to find out for myself," he said. "The money was spent before I got there. I had no real control and thought the best thing to do was go back up the road."
He did not want to leave Hearts but, having won the Tennent's Scottish Cup in 1998, he was not prepared to have his status sullied by the kind of financial trauma that, would, ironically, greet him at Rugby Park. "At Hearts I did not want to go downhill and tarnish my reputation," he said frankly. "If you walk out like that, you maybe have the chance later to go back. . ."
It invited the hypothetical question of the returning hero remedying the ills of the club closest to his heart. His respect for the Kilmarnock support, who have gradually warmed to their manager, nipped such talk in the bud but there remains the suspicion that if anyone can earn the trust of Vladimir Romanov, it is Jefferies.
For now, Kilmarnock is his focus, and the future of Naismith a concern that extends beyond the normal working relationship between a player and his manager. "It has been torture for him and torture watching him on his own with his thoughts," said Jefferies sympathetically. "He has taken advice from people left, right and centre and has ended up looking like a zombie; he has been walking about in a trance.
"I told him if it affected him I might have to take him out the team but he comes to life in training.
I have never kept anything from him and he appreciates that. The Old Firm have so many strikers, I wonder if he would be better playing regular football here because, at 20, that's all you want to do.
"He wrote a great letter saying sorry and I think he just had enough of the turmoil inside his head. In his letter to me I think he used Derek Riordan's situation as an example but sometimes the money can soften the blow. At his age, there is no rush."
Jefferies is in no hurry for the exit door, either. "I stayed, accepted a new contract and settled in Troon, which made a difference in the way the supporters reacted towards me," he said. "I wanted to show those who did not want me there what I could do; win them over. I think I have done that.
"I always looked at 60 and thought that was a good time to retire but if the desire is still there - and you can see it in other people - why stop for the sake of it?"