Pienaar has recently been linked with a move to one of the Big Three - Kaizer Chiefs, Orlando Pirates and Mamelodi Sundowns - as well as newly-promoted Baroka FC, while a move abroad is still an option for the 34-year-old.
Dolly says he would relish the opportunity to play alongside his long-time role model.
"Yes, you know, it would be a good experience for me to play with him [Pienaar] - someone I've always looked up to," said Dolly upon his side's return from their CAF Champions League clash against Zamalek in Egypt.
"In the end it's his decision on where he wants to play, so if he comes here it would be a bonus for us as a team and for myself. I could learn a lot from him."