The rocker/actor played Gandolfini's right hand man Silvio Dante on the acclaimed drama series, and was developing a storyline on his popular Netflix show, about an American gangster hiding from his Mafia past in a Norwegian town, so he could work with his pal once again.
In an interview on U.S. breakfast show Big Morning Buzz Live, he explains, "We talked about him (Gandolfini) doing a cameo appearance in the final episode of the second season. I wrote a scene where my character was going through the snow and he comes to a cabin, he opens the cabin door and it was going to be Jimmy in his bathrobe and T-shirt looking like (he did on) The Sopranos, and he was gonna say, 'Frankie the Fixer, you're here too?'
"You know, having some fun with the end of The Sopranos and how it ended in a freaky kinda way, implying that The Sopranos all went to Norway. And then I was going to go into the cabin and (Gandolfini's on screen wife) Edie Falco was going to be there and the kids too."
Van Zandt was also in talks with Sopranos creator David Chase to direct the scene.
The reunion plans ended when Gandolfini suffered a fatal heart attack in Italy.
He adds, "So it (Gandolfini's death) was really double, triply painful. But he's just a whole loss to the entire industry besides personally. He left us with those 86 great Sopranos episodes and I don't know how many movies and he's great in every single one. That's a wonderful thing to leave for all of his kids and all of us."