The former Birmingham powerbrokers, of course, hope £50 million will be enough to tempt Straumur, the London club's current owners, to grant them control at Upton Park.
Why they should want such a poisoned chalice, though, remains a mystery. West Ham have been stripped bare by two years of financial chaos and, thanks in no small part to a Robert Green error that will hardly impress Fabio Capello, now sit 19th in the Premier League. There are more sensible ways to spend a fortune.
On this evidence, certainly, £50 million would have little impact on West Ham's travails. Robbed of Matthew Upson and Carlton Cole by injury, and deprived of Kieron Dyer after just 22 minutes of just his third start in two and a half years, only in Scott Parker does Zola have the sort of gnarled warrior he requires if the club are to escape their current plight.
Even Parker, at his belligerent best, was not enough to stem the inexorable flow of pressure from the hosts, brimming with confidence after their creditable draw with Manchester City at the weekend. From the very first minute, when Bolton striker Kevin Davies dispossessed the dithering Jack Collison and saw his shot deflected inches wide by Danny Gabbidon, Bolton poured forward.
Davies, minutes later, failed to capitalise on a slip from the nervy James Tomkins, failing to pick out Ivan Klasnic with the Croatian unmarked in the area. West Ham, one tame effort from the much-maligned Dyer aside, had no answer.
West Ham's players, at least, are in this together. They are still possessed of plenty of spirit, a trait Messrs Gold and Sullivan would regard as money in the bank should they end up overseeing what appears to be an increasingly fraught flirtation with relegation. There is an abundance of fight, too, as witnessed when Davies unnecessarily barged Robert Green as he chased an over-hit through ball, sparking a massed bout of pushing and shoving.
The fracas seemed to serve only to inspire the hosts further, though, white shirts swarming forward at the merest hint of an opening. Parker deflected a Fabrice Muamba blast from 30 yards, Zat Knight headed a Chung-Yong Lee corner wide, Klasnic narrowly failed to cap an expertly-crafted move starring the influential South Korean and the ubiquitous Davies.
Not bad for a side supposedly keen on the prospect of a change of leadership. Megson has never been popular with the Reebok crowd - what remains of it, at least, with only 17,849 braving the winter chill here - and it had been suggested his failure to expand Bolton's horizons had cost him the patience of his players.
On Saturday, though, their actions spoke for themselves, three times taking the lead against the world's richest club, and again tonight. If Davies, Taylor, Cahill and the rest do want Megson out, they have a funny way of showing it.
It would be a stretch to suggest that any team the Bolton manager produces is particularly aesthetically pleasing, but this vintage even have a touch of panache about them.
Tamir Cohen, who should have scored immediately after the break but saw Gabbidon block his miscued shot on the line, and Chung-Yong exchange positions at will, infusing their play with fluidity, while Davies and Klasnic would trouble most defences. In Cahill - scorer of a wonderful curling effort against City, and perpetrator of one palm-stinging effort here - they have a defender the rest of the Premier League envies.
It was Cahill who produced an exquisite last-ditch challenge to deny Guillermo Franco, West Ham's Mexican striker, a certain goal after he had wriggled free, and even when Parker managed to take the England hopeful out of the equation, the ever-excellent Jussi Jaaskelainen was on hand to tip his long-range effort over the bar.
Such incidents were the exception, rather than the rule, though, and Bolton deserved nothing less when Chung-Yong finally made their superiority pay. It was hardly a Bolton goal, much less a Megson goal, the South Korean cutting in from the left, Cohen dummying his pass, Klasnic laying it back into his path and the midfielder lifting the ball expertly over Green. It was almost a West Ham goal.
Certainly, it served as a reminder to the visitors as to how it is meant to be done. Within minutes, they were level, Franco teeing up Collison, who flicked the ball to Diamanti, unmarked on the edge, to crash beyond Jaaskelainen. Their salvation was not to last, Klasnic bundling home after the ball squirmed from Green's grasp after Cohen managed to deflect Cahill's speculative shot. Cahill headed home a late third, just to make the investment that little bit less attractive.