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, so they are beginning to look at other options.
The asking price for the 21-year-old is believed to be circa €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 €4-5m.
He could also reunite with former Bordeaux teammate Yacine Adli.
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.
That deal would likely be on loan with an option to buy.