The Finnish international centre back, known as the 'Iceberg' in his native land - some complement in such a snowy country where the winter really bites - had a loan spell at West Ham in the 2000/01 season, and it was seen by many fans as unfortunate that the then Hammers boss Harry Redknapp and Hannu's parent club Viking Stavanger were not able to do a deal.
His most memorable display was in the FA Cup fourth round win over Manchester United at Old Trafford, where he helped provide the solidity at the back while Paolo Di Canio did the business at the other end.
"My three months at West Ham were wonderful," he says.
"It was very difficult to leave and not my decision; I understand that Viking Stavanger wanted a lot of money for me.
"It was so nice to be at West Ham - but it would have been nicer to stay.
"I have a lot of good memories of my days at Upton Park and I really enjoyed playing in English football - perhaps I will come back to the Premiership some time.
"It will be good to be back in England again for this game, even if it is only for a few days; I am sure I will enjoy the visit."
Hannu returned to Viking to help them win the Norwegian Cup in 2001, before he joined his present club in the summer of 2002.
He scored the winner against Lyon in last season's Champions' League bid.
Anderlecht have long had a reputation for employing Scandinavian talent, such as Danish libero and national team coach in waiting Morten Olsen, his compatriot and winger Frank Arnesen, now Sporting Director at Tottenham, and Swedish playmaker Par Zetterberg.
Amongst Anderlecht's most famous ex-players are Enzo Scifo and Rob Rensenbrink.
Born in Belgium to Italian parents, Scifo was just 17 when he made his debut in the 1983/84 season, when Anderlecht reached the UEFA Cup Final only to lose to Tottenham in a dramatic penalty shoot-out at White Hart Lane.
Scifo, who was capped 84 times for Belgium, also played for Auxerre and Monaco.
Rensenbrink, who scored two goals against West Ham in their 1976 European Cup-Winners' Cup Final win, was often said by critics to have picked and chosen his matches.
Many Dutch football experts reckon Rensenbrink had more natural talent than Johan Cruyff, but lacked the desire.
Meanwhile, Bobby Zamora, who misses the game with a slight injury, hopes to be back training next week in the run-up to the Leicester match.
"I have been pleased with my goals, obviously, but preseason is all about getting fit," he says.
* With thanks to Kevin Palmer.