Striker Dagnall joined Coventry at the end of November and scored one goal in six appearances for the Sky Bet League One club, while Jennings played the same number of games for MK Dons during his month-long stay.
Defender McNulty joined Tranmere in October and made a total of 14 appearances for Ronnie Moore's side and winger Noble-Lazarus started two games for Scunthorpe and made two further appearances off the substitutes' bench before returning early to Oakwell due to injury.
Dagnall, Jennings and McNulty will be hoping to be in contention for the Reds' FA Cup third-round tie against Coventry on Saturday.
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