REMYCA had been looking to hire a first team coach since the departure of Matt Fisher last year, and have been advertising since November.
Dally was handed the role by McNally following brief discussions, with his experience at this level understood to be the main reason behind the appointment.
The ex-Formby manager was most recently the manager of AFC Liverpool, and will work alongside McNally as the REMY approach the business end of the season.
Speaking of Dally's appointment, McNally said, "I have brought him [Dally] into my management team to support me, and provide the link needed between management and the players.
"Kev has a lot of experience at NWCFL level previously, as an assistant and as a manager, so he understands what it requires to be part of a successful management team."
The gaffer expects Dally's arrival to boost the side, adding, "He brings some excellent qualities to the team which, moving forward, can only help us improve and reach the level we aim to be at."