Marc-Andre Fleury (No.29) guards the goal as Colin Miller (No.6) of the Vegas Golden Knights disputes the puck against Dustin Byfuglien of the Winnipeg Jets during the third period in Game 3 of the Western Conference finals in the 2018 NHL Stanley Cup Playoffs at T-Mobile Arena on Wednesday in Las Vegas, Nevada. Photo: VCG

After splitting the first two games of the Western Conference finals with the Jets in Winnipeg, the Vegas Golden Knights returned home to a hero's welcome on Wednesday and put on a show worthy of their spot near the Las Vegas Strip with a 4-2 win.

The victory pushed the Golden Knights' advantage to 2-1 over the favored Jets in the best-of-seven series as they continue to defy the odds in their inaugural season with the support of their vocal and colorful fan base.

The party started well before the puck dropped as Elvis Presley and Wonder Woman impersonators mingled with fans outside the T-Mobile Arena near Knights-themed glitter and tattoo stations on a sweltering day in the Nevada desert.

Once inside, the 18,477 in attendance were treated to a surreal pre-game show where an actor dressed in knight's armor used a sword to split a massive jet projected onto the ice in two, whipping the crowd into a frenzy.

Fans were just getting situated when centerman Jonathan Marchessault scored just 35 seconds into the contest, unleashing a deafening roar from the raucous crowd that waved white "battle towels" throughout the contest.

Wing James Neal scored and later assisted on Alex Tuch's eventual game-winner while goaltender Marc-Andre Fleury put in another stellar postseason performance, making 33 saves to secure the win.

The gritty victory was the latest for a squad that proudly refer to themselves the "Golden Misfits," owing to a roster comprised of players let go by other teams prior to last year's expansion draft.

The castaway crew has responded with a fearless, fast-paced style that has won fans' hearts and put them two wins away from being the first expansion team since the 1967-68 St. Louis Blues to reach the Stanley Cup finals.

"We all came here with the right mind-set," Neal told reporters.

"Our coaching staff is great. They gave us a chance to play, and gave us chances to do things we haven't in the past.

"It's fresh there for us to grab a hold, and we ran with it.

"Whether you have three Stanley Cups or your first time in the playoffs, everyone has something to prove."

The Knights host the Jets in Game 4 on Friday.