Tomasson, 31, won the Champions League with AC Milan and is also the second top-scorer in Denmark's history with 50 strikes to his name.
Megson spoke to Tomasson's agent during his visit and could try to bring him to the Reebok in January if Nicolas Anelka leaves.
Meanwhile, Bolton are on red alert after it emerged that Steven Fletcher wants to leave Hibs.
The Daily Record says the Scotland B striker told Easter Road boss John Collins on Wednesday that he wants out of the club as quickly as possible after a breakdown in contract talks with chairman Rod Petrie.
Fletcher, 20, is one of the most highly-rated young talents in the country. Petrie is likely to value him at around £3million - after raking in almost £10m from the Glasgow rivals in the last 12 months for Kevin Thomson, Scott Brown and Steven Whittaker.