Robert Green was quickly down at the other end to turn Paul Terry's shot away for a corner.
Neither keeper was tested again until the 18th minute when Darel Russell's stinging shot brought another world class save from Roberts.
Russell had a similar effort saved and Paul McVeigh's attempted chip was easy for the experienced keeper.
Nielsen let the ball run away from him with only the keeper to beat and the first half ended goalless.
The second half followed a similar pattern with the Nationwide Conference side matching their first division opponents in every area.
In the 66th minute Roberts was again at his best beating away a fierce shot from Mark Rivers. The ball was hacked away before the City winger could get a boot to the rebound.
The Daggers keeper injured himself in cutting out a high cross from Gary Holt but was able to continue after treatment.
Malky Mackay got his head to Phil Mulryne's left-wing corner but the ball bounced inches wide of the far post and it began to look as if a replay was on the cards.
However, Abbey raced in to touch home McVeigh's deflected left-wing cross in the last minute of normal time.
In stoppage time the visiting keeper distinguished himself with a super save to deny Mulryne.