second round, where they were eliminated by eventual winners Bayern Munich. Having lost the first leg to Bayern 2–0 at Easter Road, Raith took a 1–0 lead at the Olympiastadion thanks to a goal by Danny Lennon. Bayern recovered to win 2–1 on the night and 4–1 on aggregate. On 28 February 1996, Nicholl was appointed manager of Millwall, who just over two months earlier had been top of Division One but were now sliding down the table. He was unable to arrest the decline and Millwall slipped into Division Two on the last day of the season. He remained at Millwall until the following February, and six months after that returned to Raith Rovers. His second spell at Raith lasted two years, and ended on 14 June 1999 after he had failed to get them back into the top flight. A 28-day spell as manager of Dunfermline Athletic followed later in 1999, and he later served as assistant manager to Jimmy Calderwood at East End Park. In May 2004, Nicholl followed Calderwood when he took over as manager at Aberdeen, again serving as his assistant until the two parted company with the club in May 2009. He resumed his partnership with Calderwood at Kilmarnock in 2010. Nicholl was appointed manager of Cowdenbeath in June 2010, but he left Cowdenbeath at the end of the 2010–11 season after they were relegated from the First Division. Nicholl was then appointed assistant manager of Kilmarnock for a second time, by Kenny Shiels on 15 June 2011. Kilmarnock won the 2011–12 Scottish League Cup under Shiels and Nicholl, but Shiels was sacked by Kilmarnock in June 2013. Nicholl then decided to accept the offer of assistant manager at Hibernian. After manager Pat Fenlon resigned on 1 November, Nicholl was appointed caretaker manager. Nicholl left Hibernian soon after their new management team was recruited. After leaving Hibernian, Nicholl returned to Cowdenbeath for a second stint as their manager. He led the Blue Brazil to avoid relegation via the Scottish Championship play-offs in the 2013–14 season beating local rivals Dunfermline Athletic in the two-legged final. He led the side to the Fife Cup that season. However a very difficult season followed in 2014–15, which included a joint-record 10–0 defeat to eventual champions Heart of Midlothian. The following week, Cowdenbeath managed to draw 0–0 with Rangers. The club was relegated to League One on the last