There is a bit of irony in the Miami Dolphins request as it was the Dolphins who 2014 beat the Dennis Allen led Oakland Raiders in London. Allen was fired on the way home by GM Reggie McKenzie.
Allen joined the Saints as a defensive assistant and eventually was promoted to defensive coordinator. The Saints defense has played well this year and is a big part of the reason that the Saints have home field advantage throughout the NFC playoffs.
The question is whether or not Allen would even want the job in Miami. He took over a very bad Raiders team in 2012.