Paul Gascoigne
Gascoigne enjoyed his best years before the Premier League began, before then moving to Lazio and Serie A, and then Glasgow Rangers and Scotland.
Indeed, he only featured for four campaigns in England after returning from Scotland—for Everton and Middlesbrough—but was unable to lift the EPL title.
It’s intriguing to imagine what Gazza might have been had he been born ten or 15 years later and enjoyed an (injury-free) prime once the EPL had been truly established.