Lillis is currently No.2 to McIlroy at Christie Park, having first teamed up with him in the Northern Ireland setup, and would almost certainly follow him to Deepdale.
Morecambe are enjoying their first season in the Football League having won the Conference play-off final in May.
Lillis was assistant at Glanford Park until 2000, having also played for the Iron as a striker, before leaving to take charge of Halifax Town.