Ferguson will surely acknowledge that his managerial counterpart's career stands up to detailed scrutiny, as do the team who visit Old Trafford on Saturday in the FA Cup. Scouting reports from Walsall's 2- 0 third-round win at Peterborough will tell of a lively, attacking team who pass the ball neatly as Sorensen seeks to instil the illustrious influences of his career.
"It's sad really," says the 42-year-old Sorensen, speaker of five languages and winner of 14 caps for Denmark, of his image, which has evolved because of his openness and fondness for a joke. "I have had the most difficult time because of the things that have been written about me. The most difficult was convincing the players that I knew my job. But I was involved with football at the highest level for 25 years and it's my passion."
The highlight of his career was the European Cup final of 1978 at Wembley, when Kenny Dalglish's goal for Liverpool saw off his Bruges team. He went on to Twente Enschede, Feyenoord and, by now a midfield "playmaker" having moved inside from the left wing, to Ajax where Johan Cruyff was the coach and a young Dennis Bergkamp just emerging.
"Cruyff had an enormous knowledge and it was always a joy to sit and discuss football with him," says Sorensen. "But he has some strange ideas, too, like about tactical formations. One day he asked me and Frank Rijkaard to perform a training drill passing the ball with the inside of the foot to each other from 10 yards. Frank and me were two of the most technical players in the club and we had a laugh about it. He didn't like it so we walked out. I never went back."
Sorensen then went to the Portuguese club Portimonense, to "save their arse from relegation". He did and became coach the next season. When he wasn't paid his bonuses, he resigned. Then, while selling villas in the Algarve, he met his second wife Leeann, from Tamworth, and moved with her and his two sons to the Midlands five years ago.
Running a pub was not for him, nor being European sales and marketing director for a company supplying ten-pin bowling equipment. Full of the ideas of the coaches he had played for, the legendary Austrian Ernst Happel, the Frenchman Gilbert Gress and Cruyff, he pined for football. "I watched at least one game a week, I would see the styles and tactics and I would think 'hang about, I can do better than this'."
Efforts to secure the Chesterfield job a few years back came to nought but he persuaded the Walsall chairman Jeff Bonser to give him an interview after Chris Nicholl's resignation last May. "I convinced him it wasn't a gamble," says Sorensen. "It was the opposite, because I had never been sacked. I was the safest bet in the world. He fell for it." After 15 hours of talks over a week, Sorensen got the job. It was hardly surprising - "I told the chairman I was not going to go out and spend his money."
Although any belittling of Sorensen does not stand up, as a Coca-Cola Cup run that saw them beat Nottingham Forest also proves, the rich-man, poor-man comparisons that are the essence of the Cup certainly do. Ferguson earns around pounds 750,000 a year, Sorensen's big chance to prove himself is costing Walsall some pounds 25,000 - a sum he is now not surprisingly keen to renegotiate. And while United's team is valued at around pounds 60m, Walsall's was assembled for pounds 60,000, the price of Andy Watson, scorer of both goals at Peterborough, from Blackpool up front.
Elsewhere, Sorensen has proved himself adept at mending and making do in assembling a well-balanced 4-4-2 team. The former Everton defender Derek Mountfield, now the player-coach, still inspires, while the ex-Watford midfielder Gary Porter can still knock the ball about in midfield, where the talented youngster Dean Keates could prove himself another money-spinner for a club to whom next Saturday's pounds 300,000 share of the gate will be a windfall.
The right winger John Hodge could trouble United while other bargains have included the French pair Jean-Francois Peron and Roger Boli, once a team-mate of Eric Cantona's at Auxerre, and his brother Basile, the man who once head-butted Stuart Pearce, though about half his bulk.
"I had a look at him for five minutes and said that's the one," says Sorensen of Boli, who was offered on a Bosman free transfer by an agent. "He's got a good left foot and is always a threat. He can look a bit of a luxury but he opens things up. He draws two defenders away and leaves room for other players." He was, says Sorensen, insistent on wearing the No 7 shirt; Old Trafford knows all about the capabilities of Frenchmen of that number.
After a poor start while they got used to each other and the manager's system, Walsall have steadily moved up a Second Division notable, says Sorensen, for "tennis football, some physical game with a ball, but not one I want to be associated with". A play-off place behind the pace-setting Watford and Bristol City and alongside the financially contrasting Fulham would seem within reach. He has set himself the target of promotion within his two-year contract.
The Premiership, naturally, appeals and the chance to compete with other overseas managers such as Gullit, Wenger and Gress. "I could do it tomorrow," he insists. "It's easier than this level, where you have to tell a player 10 times. In the Premiership you just tell them once. The football brain is bigger."
Before then another dream. "I'm an admirer of Manchester United and the way they bring the youth through, which is the continental way of doing things. Alex has done a tremendous job. I think he is ruthless in his approach, which is probably necessary, yet fatherly as well.
"But they don't frighten me. I'm not kidding. I'm not having any sleepless nights over this one. Alex should be having the sleepless nights. Just think if he loses. If we get a result up there, Holy Cow." Just so, but Sorensen should be wary. Being under- estimated is one thing, psycho-jousting with Ferguson is another.