Wigan lost Victor Moses to a suspected broken wrist and Nicklas Bendtner's close-range effort on 67 minutes kept Arsene Wenger's men on the road to Wembley.
Deportivo, who are sixth ahead of the weekend's games, came close to taking all three points when the midfielder Fayçal Fajr curled a long-range effort on to the corner of the goal-frame two minutes from time.
Leigh Griffiths hit the side-netting with a close-range effort on the angle before Celtic nudged ahead when the referee Calum Murray belatedly awarded them a free-kick after Dens defender Thomas Konrad had crunched Mackay-Steven.
Bath had to be content with a third Heathcote penalty to edge them back in front at 16-14 but he was wide with a long-range effort on 65 minutes.
Three times Lonergan spectacularly denied the German – clawing one free-kick just over, tipping another on to the crossbar and scrambling a third close-range effort on to a post.
Costa forced Kevin Trapp to deflect a close-range effort on to the bar, yet the Premier League champions lacked fluency and cohesion and could have fallen even further behind, Begovic showing his worth with a fine save from Lucas Moura on 31 minutes.
After trading penalties Penberthy missed a long-range effort on 26 minutes as Albion piled on the pressure.
Santi Cazorla gave Arsenal the lead with a fine first-half strike after his header struck the post and Aaron Ramsey scored his 10th goal of this campaign with a spectacular long-range effort on the hour.
Summer signing Ricky van Wolfswinkel was unlucky not to grab his second Canaries goal with a smart turn and half-volley, but he could not swivel in time to get his close-range effort on target following a Snodgrass header.
He then returned to Rushden on 1 March 2007, and made a further 11 appearances in the Conference in the 2006 07 season, scoring three goals, including a 30-yard long range effort against Northwich Victoria on 23 April.
And, despite heavy pressure, the Foxes were unable to level, with Morgan's close range effort pounced on by Hugo Lloris.
