The Ghana international latched on to Inigo Ruiz de Galarreta's precise curled pass and prodded past Dinko Horkas to settle proceedings early at San Mames.
Despite missing Sunday's defeat at Real Madrid through injury, the younger Williams brother - Nico - was able to take part as a substitute, when he replaced Alex Berenguer on 65 minutes.
There is a fitness concern for the Basques, though, as leading scorer Oihan Sancet was forced off during the first period after picking up a knock.
It remains to be seen whether the attacking midfielder can take part in the game against United in a week's time, but his absence would be a big blow for Ernesto Valverde's men, as he's netted 17 goals in all competitions.