The first leg was a comfortable night for Mjallby, who raced to a commanding 3-0 lead inside the opening half hour before easing off the gas as the game became one-sided.
The gulf in quality between the two sides was clear, and Mjallby will arrive in Gibraltar confident of seeing the tie through without any real drama.
However, Lincoln Red Imps were not completely penned into their own half - they generated ten shots with three hitting the target, so were unfortunate not to find the back of the net in the end.
Once again, they come into this clash as underdogs, but they are likely to be bold in their approach with little to play for. They will hope to be more clinical in front of goal here, to give their fans something to celebrate.
However, keeping Mjallby at bay will be their main challenge, especially considering how effective the Swedish side were going forward last time out.