Dolly joined La Paillade towards the end of January and already feels that he made the correct decision.
"Several teams were interested in me coming to them but Montpellier was my first option," he told Montpellier's official website.
"I knew the MHSC when they were French champions ahead of the PSG in 2012. I also know that very great players have played here like Eric Cantona or Olivier Giroud who currently plays at Arsenal. I am convinced that Montpellier is a good club to make me progress and I am very happy to have made the decision to come here."
The 24-year-old spoke last month of how he had begun to gel with his teammates and reveals he is now becoming accustomed to the French city as well.
"I've started to discover the city. It is a very nice place. Currently it is the full summer in South Africa so when I arrived here I was a little cold but I was told that there was a lot of sun in Montpellier so it reassures me a little," Dolly laughs.
"More seriously, I feel very good since I arrived. I settled down well, the technical staff, my crew and the club welcomed me with open arms. I am very happy to be part of this club which seems to be a family and live my dream to play in Europe."
Whilst feeling that football in his homeland is of a high quality, Dolly did admit that European football is very different in a number of aspects.
"South African football is on a good level with some big teams like the Kaizer Chiefs, Orlando Pirates or Mamelodi Sundowns, which offer the opportunity to make a name for themselves and then go and play in Europe," he said.
"In the game, we have a lot of freedoms, it's a certain way to play football. European football is quite different from what I have seen before - tactically, technically and the level of the intensity of the match too."