They hold a 1-0 lead over Shrewsbury from the first leg and Whaley is hoping his former club can go on to reach League One.
He said: "It's fantastic to see Bury get in there. They're the in-form team at the moment so they'll be hoping to do something.
"If we get to the final ourselves and Bury get to their's as well, it would be great if the gaffer would give me the chance to go down there and watch them.
"I think people forget that they've produced so many good players down the years and they've got a good squad there now, so it would be great to see them in League One."