Legendary captain Bryan Robson had been asked by co-host Helen Evans if he had any memories of Jesper to share, ahead of the former Manchester United winger's episode being recorded at Old Trafford.
Robbo recalled with great amusement how Olsen, a summer signing in 1984, arrived at the training ground one morning with a complaint about the "tiny, baby bears" in his garden.
When the former England skipper's anecdote was shared with the Dane, he was happy to shed more light on the story.
"That's right, they [the other players] were all laughing," admitted Olsen.