In a further bizarre twist to Palermo's troubled season, Sannino returned to the Stadio Renzo Barbera this week - six months after being sacked just three games into the current campaign.
The Neapolitan was first replaced by Gian Piero Gasperini, who made way for Alberto Malesani for 19 days before ending his brief return to Sicily by mutual consent on Monday.
Palermo now have 10 games to overturn a five-point gap on 17th-placed Genoa and prolong their nine-season stint in the top flight, with Sannino urging a dignified approach to a tricky run-in.
He told La Repubblica: "I don't want to create expectations or make predictions - that's not what the people of Palermo need to hear.
"Enough worrying about the league table - all that matters is what we have inside us.
"Looking at our place in the league table, Palermo just need to shut up talking about what hasn't been done and focus on what needs to be done.
"My task is to bring the season to a close with dignity and with the utmost respect for the fans and the club."
Edgar Barreto is doubtful to feature at San Siro, with Abel Hernandez and Andrea Mantovani definitely sidelined through injury.
"We have to work out what we need to do in these last 10 games, without forgetting about the daily work we're doing in training or in each individual match," Sannino added.
"It will be a 10-game championship and we will worry about the numbers at the end of it.
"You can only admit you're dead when your body is cold, but mine is still warm and I hope the same of my players. We will need heart, desire and sacrifice."
Milan, meanwhile, are eager to offset a disappointing week and heap further misery on Palermo with a victory to boost their chances of reaching second place.
The Rossoneri were tasked with protecting a two-goal lead at Barcelona in the Champions League on Tuesday but a Lionel Messi-led comeback saw Massimiliano Allegri's men beaten 4-2 on aggregate.
The nature of the defeat might have been galling, but Allegri predicts better times ahead for his rejuvenated squad.
"Sunday is another game and we shouldn't look back," Allegri told acmilan.com. "Given the young age of the squad that we have now, there'll be time to get to another Champions League semi-final or even the final."
Mario Balotelli returns to contention, with both fellow striker Giampaolo Pazzini and midfielder Nigel De Jong nursing leg injuries as Kevin Constant serves a one-match suspension.