Following their 3-0 victory in Sweden last week, the Allsvenskan champions are now 90 minutes away from meeting Sivasspor in a clash to reach the group stage.
Already favourites to progress past their more modest opponents, last Thursday's first leg at Eleda Stadion swung further in Malmo's favour when Dudelange went down to 10 men with only half an hour on the clock.
Though it took some time, Di Blae took full advantage of their numerical superiority to rattle in three second-half goals, with substitutes Ola Toivonen and Veljko Birmancevic both scoring inside the final 10 minutes.
As a result, the Swedish champions - who were previously dumped out of Champions League qualifying by Lithuania's FK Zalgiris - are well placed for a return to Europe's second-tier competition, in which they reached the knockout rounds two years ago after going through as group winners.
However, Milos Milojevic's side are already playing catch-up in defence of their domestic title, and fell five points adrift of the Allsvenskan summit following Sunday's 2-1 defeat to Sirius - they sit sixth in the standings, over halfway through the 2022 campaign.
Since Milojevic took over from former coach Jon Dahl Tomasson - who led the club to successive league titles and last year's Champions League group stage before joining Blackburn Rovers - star striker Antonio Colak and centre-back Anel Ahmedhodzic have also departed for British clubs, which has not made for a smooth transition.
Nonetheless, the 22-times national champions and former European Cup runners-up still boast a continental pedigree that minnows F91 Dudelange - who, as their name suggests, were only formed in 1991 - can only dream of.
Like Malmo, last season's Luxembourg National Division winners harboured hopes of progressing in the Champions League but were eliminated by FC Pyunik of Armenia, and now need a miracle to continue their presence in the Europa League qualifiers.
Carlos Fangueiro's men kicked off their domestic campaign on Sunday, with a 5-0 crushing of Jeunesse Esch, and now require a similar result against far tougher opposition.
Dudelange were the first club from Luxembourg ever to make it through the Europa League's preliminary process back in 2018, also competing in the group stage the following season, but repeating such a feat seems beyond them even before kickoff at the tiny Stade Jos Nosbaum.
F91 Dudelange Europa League form:
F91 Dudelange form (all competitions):
Malmo Europa League form:
Malmo form (all competitions):
Both surprisingly benched for the first leg, veteran forward Ola Toivonen and Serbian winger Veljko Birmancevic could feature from the start on Thursday night, following their goals last week.
However, with the odds of progress stacked heavily in their favour, the hosts may field a less than full-strength side, given the pressure to pick up three Allsvenskan points against Sundsvall on Sunday.
Recent recruit Mahame Siby was seriously injured at the end of last month and has since undergone surgery, so will miss the rest of the season. Captain Anders Christiansen is back from suspension, though, and could join Moustafa Zeidan in midfield, as Oscar Lewicki also remains sidelined through injury.
Dudelange, meanwhile, tend to a favour a 3-4-1-2 formation, with Samir Hadji and Brazilian striker Joao Magno joining forces up front and last season's top scorer Dejvid Sinani providing support from behind.
Due to his dismissal in Malmo, Charles Morren will miss out through suspension, so Croatian midfielder Filip Bojic could come into the visitors' starting XI.
F91 Dudelange possible starting lineup:
Fox; Diouf, Da Costa, Skenderovic; Ouassiero, Bojic, Fernandes, Kirch; Sinani; Hadji, Magno
Malmo possible starting lineup:
Dahlin; Nielsen, Moisander, Olsson; Berget, Pena, Rakip, Zeidan, Turay; Birmancevic, Toivonen