Lambert captained Celtic during O'Neill's tenure with the Scottish giants, winning three SPL titles, three Scottish Cups and reaching the Uefa Cup final in five seasons between 2000 and 2005.
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“I phone the gaffer because he’s been in it longer than me and I always think if I could get a smudge of his success, just a little bit, I’ll be doing all right," he told the Birmingham Mail.
“There have been times when I’ve phoned him up for advice, and I spoke to him before I came.
“He said it is a brilliant club, with a massive fan base and never dissuaded me one bit. Not one iota.
“I think he had a good time here, had a lot of success and had the place absolutely rocking, so if I need help I’ll definitely give him a call.
“I don’t have any problem making mistakes – I just need to learn from them.
"There are certain times when I’ll need a bit of help and I’ll phone him up and ask ‘can you help’.”Lambert's side is currently lying 16th in the Premier League after taking five points from seven games.