Italian Mazzarri, who has also coached Napoli and Sampdoria, replaced Quique Sanchez Flores in May but began working with the players last week.
"We have been staying in a hotel, going back and forth from the training ground," Sinclair told British media.
"We've all been staying together but I do not have a place down here anyway so it's not been much different but for some of the lads, maybe they're not so keen, but it's okay."
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"We are just taking it as it comes at the moment -- we have not been told what's forthcoming for the future. There has been a lot of bonding but it's a great bunch of lads."
Watford, who finished 13th in the Premier League last season and reached the semi-finals of the FA Cup, open their league campaign at Southampton on Aug. 13.
(Reporting by Ian Rodricks in Bengaluru,; Editing by Neville Dalton)
