Southampton watched two potential targets when Spezia beat Ascoli on Saturday while it is also claimed they are tracking Sparta Rotterdam's Abdou Harroui.
Watford announced Pearson’s departure on Sunday night.
Both high-profile new signings officially become Chelsea players on Wednesday.
Pardew saw out less than half of his Tyneside contract.
Several mangers have seen their contracts ended during the coronavirus pandemic.
Forward Omar Bogle is also on his way out of the club.
The former England manager led Twente to the Eredivisie title.
The Premier League is set to return on June 17.
The Bundesliga returned to action behind closed doors last weekend, with the Premier League hoping for a resumption in June.
Several mangers have seen their contracts ended during the coronavirus pandemic.