Lau served as batting coach for the Royals from 1971 to 1978, with the exception of the early part of the 1975 season when he was the team's minor league hitting coach after his temporary ouster from the Royals' staff by then-skipper Jack McKeon. He worked with Hal McRae, Amos Otis, Willie Wilson and George Brett. He is also credited for reviving Cookie Rojas' career. Lou Piniella called him "the greatest batting instructor of them all." After becoming the Chicago White Sox' hitting instructor in 1982, his pupils included Greg Luzinski, Carlton Fisk, Steve Kemp, Harold Baines and Ron Kittle.