Gilks is currently Blackpool No1 and is away this week with the Scotland squad.
He said: "Yes, I was looking to leave again when he came in. We met the gaffer at the club and had a long chat. But the next day I pulled him to one side and asked if I could leave.
"I wanted to go to Carlisle and asked him if it was all right. He just said, 'No'. And that was it. I stayed. I did as he said and, looking back, thank God he didn't let me leave.
"He's eccentric but enthusiastic. Everyone calls him a joker but he's not. He's a damned good manager."