Colchester United have lost 6-5 on penalties, after a 2-2 draw after ninety minutes at Whaddon Road.
They went behind in the very first minute, when Ryan Broom capitalised on a Frankie Kent error to curl his effort into the bottom corner.
Thomas doubled the lead in the second half, but quickfire goals from Sammie Szmodics and Luke Norris took the game to spot kicks.
The scores were level in the penalties after five each, but three later, the hosts were through to Round Two.
U’s Head Coach John McGreal made five changes to his starting eleven, bringing in Tom Eastman, Aaron Collins, Luke Norris, Brandon Comley and Mikael Mandron.
Dillon Barnes had kept two clean sheets in the two league matches so far, but he was beaten in the very first minute of this cup tie.
A ball came in low from the U’s left, Frankie Kent miscued his clearance and when the ball fell to Brown, he curled a firm left foot effort into the bottom corner via Barnes’ fingertips.
The early setback could have upset the visitors, but they gradually got a foothold in the game, and it was them who had the next effort.
Ryan Jackson broke on the right before timing his pass to Courtney Senior to perfection.
The youngster took an assured touch, but couldn’t find the far corner as he shot across Flinders in the home goal.
That came in the fifteenth minute, and it was another fifteen before the U’s got another sight of goal.
That came when Luke Norris’ powerful free-kick was deflected wide for a corner, which was the first of three that caused problems for the home defence.
None resulted in the U’s having a clear cut chance, but it was a positive period for the visitors.
Norris headed wide from a left wing cross on thirty six minutes, but aside from Brandon Comley’s yellow card, that was the last meaningful action in the half.
The U’s started the second half much better than the first, and had the first effort when Aaron Collins shot over after good work from Mikael Mandron.
And there was almost an equaliser on fifty seven minutes when Norris acrobatically volleyed inches past the post from a Jackson cross.
Two minutes later, Addai shot narrowly wide from a Maddox pull back for the hosts.
On sixty six minutes, Frank Nouble and Sammie Szmodics replaced Collins and Mandron.
Nouble got into the action immediately, and was unlucky to see a great defensive header from Mullins stop his goalbound shot.
The job got more difficult for the U’s on seventy minutes, when Thomas scored from the spot to double the host’s lead.
Dillon Barnes raced out to a through ball, but was beaten to it by Maddox, and the referee had an easy decision to point to the spot.
Thomas calmly put the penalty away to make it 2-0.
The U’s were up for the job though, and two goals in a minute got them level.
First, Harry Pell charged down a clearance and Szmodics latched onto it and dinked the ball over the advancing Flinders to halve the lead.
Then Norris unleased a shot from twenty five yards out, with movement in the air completely catching Flinders out.
There weren’t any real openings in the final ten minutes, and the game went to penalties.
After Cheltenham scored with their first effort, Norris skied his effort, but the scores were level again when Smith missed Cheltenham’s third kick.
The next eight penalties were scored, before Courtney Senior put his effort over the bar to give the hosts the win, taking the shootout 6-5.