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The Warriors enjoyed a storming start to the season under the ex-Hibs midfielder, the part-time side hitting the top of the Championship as the surprise package of the division.
They have slipped in recent weeks but will hope to still challenge for promotion.
It could have been Vignal in charge though, with the Frenchman having held talks with Stenny chiefs in the summer.
Speaking on the Go Radio Football Show, the ex-Ibrox left-back said: “That is my target (managing a club in Scotland). I had a chat with Stenhousemuir.
“We had a really strong meeting but unfortunately we couldn’t find an agreement.
“I am ready now and have enough experience. I have been in and out at different clubs and jobs around Europe. I am ready to go.
“If a Scottish club knocks on the door, of course I will speak with them.
“So let’s see. I am ready. I am just waiting for the right opportunity.”