The Wanderers hitman has hit 11 goals this season and Paul Sturrock has watched Tyson since his Plymouth days.
A pair of 'substantial' bids from Wednesday were turned down for the 23-year-old but Sturrock is keen to keep pushing his interest.
Sturrock is looking for two strikers, one perhaps on loan and one permanent, due to the shortage of goals for the club this season.
Wednesday have had no problems finding the net in the league cup though - they scored six in two games before their exit to West Ham but so far have only scored four goals in eight championship clashes.