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Anthony Gardner
Megson never managed Leicester. I think your referring to Nigel Pearson who left Leicester for Hull City and has not long gone back.
Megson managed Leicester in 2007 and left them for Bolton.
On 13 September 2007, Leicester City chairman Milan Mandarić announced Gary Megson as the new manager of the club, citing Megson's "wealth of experience" as a deciding factor in the appointment. Leicester achieved their first League win under Megson on 6 October 2007 with a 2–0 win over Sheffield Wednesday at Hillsborough with goals from Gareth McAuley and an own goal by Akpo Sodje.[13]
A month into Megson's tenure at Leicester, Mandarić rejected an approach from Bolton Wanderers for the manager's services.[14] On 23 October however, Bolton announced that Megson was their first choice to become their new manager, and made a second approach for him. The club said they were also willing to compensate Leicester should Megson leave the Walkers Stadium.[15] This second approach was also rejected by Milan Mandarić,[16] but Megson was eventually given permission to speak to Bolton and he left Leicester on 24 October 2007, just 41 days and nine Football League Championship games after his appointment.[17]