Dadonov cut it to 2-1 at 10:07, one-timing a rebound from below the left circle.
Stone extended the Vegas lead to 3-1 at 14:58 when he put in his own rebound from the slot.
Roy made it 4-1 at 15:01 of the second period from inside the right circle after Stars forward Radek Faksa turned the puck over at the defensive blue line.
“They’re the Stanley Cup champion,” Dallas coach Pete DeBoer said. “They’re a good team. They were more than opportunistic tonight. They created a bunch of stuff. They don’t need a lot of room to create some stuff with some of the guys they have there. But we helped them, too.”
Pavel Dorofeyev pushed it to 5-1 at 2:11 of the third period. He scored into an open net after William Karlsson fed him with a no-look pass from below the goal line.
Cotter made it 6-1 at 9:15 with a backhand glove side after faking Oettinger.
“They’re a good team, they have a lot of stars,” Cotter said. “We’ve pretty much built some bad blood between us, which is a good thing. These are the games you get up, you get excited for. You know these games aren’t going to be easy. The goals that go in are going to be weird little bounces, stuff like that. Coming in we’ve got to be prepared.”
NOTES: Dallas center Roope Hintz was scratched because of an illness. … With an assist on Stone’s goal, Golden Knights center Jack Eichel extended his point streak to six games (11 points; four goals, seven assists). … Vegas swept the three-game season series from Dallas, having won 3-2 in the shootout Oct. 17 at home and 2-1 in overtime Nov. 22 on the road. … Stephenson had last scored Oct. 14 in a 4-1 win against the Anaheim Ducks.