The former Huddersfield player took a step down to the Championship last season to play regular first-team football, and the gamble seems to have paid off.
He has been a key player for Aitor Karanka's men, playing 34 times since leaving the 'Terriers' and scoring on eight occasions.
The latest of those goals came in the form of an excellent volley against Aston Villa in a crazy 5-5 encounter, with Lolley winning the man-of-the-match award.
Such form has not gone unnoticed, and the likes of Watford, as well as Cardiff and West Brom are interested in his signature, with the 'Daily Mail' reporting that a bid could be made in the January transfer window.