The striker signed an 18-month deal on Wednesday but it is hoped he will not be the final attacking arrival of the January window.
McSheffrey has made no secret of his desire to add experience to his midfield as well as a centre half this month.
And it seems his attention will then be fully on boosting his attacking options, with Rovers struggling in front of goal this season.
“We are targeting two or three attacking options so we’re definitely looking for more,” he told the Free Press.
“We haven’t got anything nailed on at the minute but we’ve got a couple of conversations that are ongoing.”
McSheffrey did not rule out additions being made before Saturday’s clash with Wigan Athletic when he spoke to the media on Thursday but admitted no deals were imminent at that stage.
“I’m not sure how quick it can all go through,” he said.
“It’d be nice to and if the right deal is available and we get the green light then we’ll strike.
“If not we’ll have to wait a couple of days.”
Rovers have made contract offers to several players and set deadlines for when they expect decisions from those individuals.
McSheffrey confirmed some deadlines have passed and while other targets will be explored, he will keep an open mind as long as initial potential signings remain available.
“Some deadlines have passed, some we’ll monitor their situations and we’ll have a look where they’re at in a week or ten days time if we haven’t gone for other targets by that point,” he said.
“If we still feel we’ve got room for one or two and we can try to revisit a few things.
“But it’ll give them time to digest things and assess things. If they decide it’s not right for them, you try not to take it personally and move onto another one.”
Rovers are likely to make a minimum of two loan signings this month.
McSheffrey previously stated that Rovers were waiting on decisions from parent clubs regarding potential loanees.
And there may be a further wait as clubs assess their players’ fitness before sanctioning loan moves this month.
“There’s one or two that are still ongoing,” he said.
“Some clubs don’t want to release their players straight away if they’ve called them back because they don’t think they’ve played enough football.
“Some clubs want their players to have a couple of U23s games to get a bit sharper and get some minutes into them rather than sending them straight back out.
“There is probably the fear they won’t feature or be firing enough to be a regular starter.
“You have to respect that.“Players can come here and get match fit because there’s nine games in the next five weeks or so.
“They will come in when the time is right for them.”