David's treble chance; Watford 5 Port Vale 2.
Connolly, 18, was only playing because skipper Hessenthaler failed a fitness test. Clutching the match ball, he said: "They stuck me in at the last minute and I was grateful for the chance.
"I was born in Watford, watched the team from the terraces as a kid and this is all a bit of a dream."
Ramage set up Connolly for the first two goals, but McCarthy was upended by Barnes and Porter rattled home a penalty for Vale.
Vale drew level when McCarthy's tame shot deflected off team-mate Foyle to wrong-foot Miller.
But White, on for the injured Dixon, regained Watford's lead with his first goal since a move from Notts County in February.
And Connolly's confidence was so high, he grabbed the ball after Musselwhite floored him in the box and prodded home his third from the spot. White added the fifth.