However caretaker manager Chris Evans, aided by head coach Steve Wigley, is again likely to be in charge tomorrow for the trip to Arsenal in the Barclays Premier League .
Bolton are unbeaten in five matches in all competitions after knocking League Two Lincoln out of the FA Cup.
Steinsson said: "We have a lot of exciting players and the new manager will have plenty of options to work with.
"We did alright in December although we did not get as many victories as we wanted to. But staying unbeaten says a lot about the group we have.
"Kevin Davies and Ivan Klasnic are working well together up front. Johan Elmander came on in the win against Lincoln and did well too.
"From a personal point of view it does not matter where we play in the Premier League, it is always enjoyable."
Defender Andy O'Brien claims it is in everyone's interests to have Megson's successor in place sooner rather than later.
He said: "The manager has been sacked, an interim management put in, and there will be someone new coming in. As a player you would like than to happen quickly.
"It's a really big month for us and some difficult games but we are looking forward to the challenge.
"We were unlucky last year not to get a draw against Arsenal at the Emirates. They are a very good side and we have got them twice this month, so hopefully we can gather some points."
Goalkeeper Jussi Jaaskelainen is expected to return to the side after being rested at the weekend with Ali Al Habsi keeping a clean sheet against Lincoln.