Alonzo, 35, told France-Football that Bolton have joined Derby County, QPR and Hearts in the race for his signature and added: "There was even Cardiff City - I could have played the Cup final in Wembley!
"If [PSG] had been 10th in the table, more relaxed, I would certainly have signed elsewhere.
"The only thing I do not want to do is trials. I have already been asked. It is not for my age.
"Honestly, the phone never stops ringing since a few weeks.
"Clubs' representatives will be in the Stade de France stands [during the French Cup final on Saturday].
"A little experience abroad would not bother me. Most of all in England or Scotland.
"I already had approaches more or less strong from Derby, Bolton, Cardiff but as well Queens Park Rangers and Heart of Midlothian.
"I have currently four precise propositions [in France]."
Meanwhile, the Trotters are also being linked with a move for Tottenham's Paul Robinson but will face competition from Aston Villa.