Three defeats in a row in the showpiece at the iconic stadium in 2010, 2011 and 2012 prevented Leeds from winning the competition for a 12th time and ending their 15-year wait for Challenge Cup glory.
While the Yorkshire side have been the dominant force in the Super League over the last decade – being crowned champions on six occasions – the Rhinos have been unable to replicate that form in cup competition.
But Hall – who has 15 Super League tries to his name so far in 2014 – is confident of putting the record straight against local rivals Castleford Tigers this weekend.
"We are really not concentrating on that, or thinking about it," Hall told the Yorkshire Evening Post when quizzed on Leeds' recent record in Challenge Cup finals
"We are thinking about starting afresh against a good team in Castleford.
"We are comfortable playing on the big stage.
"We have performed in Grand Finals and big games like that.
"It is just that the teams we’ve faced have played better on the day."
Castleford have been the surprise package in the Super League this season – they are level on points with Leeds after 24 games – and knocked out Challenge Cup holders Wigan Warriors in the quarter-finals.