According to Sky Sport Italia transfer expert Gianluca Di Marzio, the latest €6.5m offer for Onyedika has also been rebuffed by Midtjylland after an initial €4m proposal as the club is demanding €10m, so they are beginning to look at other options.
Newsonline report that the asking price for the 21-year-old is believed to be around €10m, which is far higher than the Rossoneri are prepared to pay.
A candidate mentioned by Sky Sport Italia and Tuttosport is Bordeaux midfielder Onana, the 22-year-old Cameroon international who moved from LOSC a year ago for €2m.
Girondins de Bordeaux are in Ligue 2 this season and that should make it easier to poach their talents on the transfer market, with a price tag of €4m.
Vranckx would be a trickier buy to push through, as the 19-year-old Belgian was purchased by Wolfsburg last summer for €8m from KV Mechelen.
He would be yet another Belgian talent to bolster the Milan squad after Charles De Ketelaere and Alexis Saelemaekers.
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That deal would likely be on loan with an option to buy. A few weeks ago, Milan tested the waters with a bid of around €4m and FC Midtjylland flatly rejected that, but now the latest offer that has been put forward is worth €6.5m.