Laudrup, 49, has managed Brondby, Getafe, Spartak Moscow and Mallorca as well as Swansea, who he led to a historic League Cup triumph in his first season.
Wieghorst was a popular player at Celtic. He coached Nordsjaelland and Denmark’s Under-21s before teaming up with Laudrup in Wales, but they were sacked in February.
However, Laudrup is reported to have been offered the manager’s job at Grenada and is also in the frame to take over at Southampton following Mauricio Pochettino’s appointment at Tottenham yesterday.
Neil Lennon is also being linked with a quickfire return to football as boss at St Mary’s after quitting Celtic last week.
The Northern Irishman is one of a host of managers in contention to succeed Pochettino at the Premier League club.
The bookies’ favourite is recently-departed Basle boss Murat Yakin, who is well-known to the club’s Swiss owners.