The 'Blade' actor - who appeared in the late singer's 'Bad' video in 1987 - was devastated when he died last June at the age of 50 and would like him to return because he was so special.
He said: "I danced in the video for 'Bad'. His death was a great loss for all of us. And I hope and pray that his creator - or whatever you believe in - will send him back as an angel to entertain us. With Michael we lost more than an 'ordinary' person. There has to be something angelic about someone who reached and inspired so many different people all over the world. Maybe we just didn't look after him well enough."
Another hero of Wesley's is legendary soul singer James Brown - who died in 2006 - and is currently working on a movie about his life.
He told website Skip.at: "We're working on it. It's on the way, but we are trying to figure out how to finance it at the moment. I guess I'll give you James Brown when the world ends in 2012!"
The 47-year-old star is so keen to portray the 'Sex Machine' hitmaker in a realistic way, he has been practicing his famous scream.
He said: "That's easy! I started as a dancer and singer and where I come from James Brown and Michael Jackson were very influential. We literally listened to them every day, so I can certainly do the screams."