Rasmus made the cut last year at Kiawah Island in just his second Major Championship appearance and now Nicolai has the chance to impress in one of golf's big four in the United States for the first time.
The 21-year-old Dane has won twice on the DP World Tour in the last eight months and while that sort of form gives him every right to feel confident, he has not been scared to seek help from his brother.
"I had some conversations with Rasmus coming into this week and honestly, he would love to be here, but he'll definitely be back again," he said.
"We talked a little bit about what we would expect for this week and the different scenarios you have here compared to what we have in Europe. He gave me some good tips before coming here.
"He gave me some insight on what to expect getting to play a Major Championship here in the States. It's a little different over here compared to Europe, and the climate as well, it's so hot over here.
"He gave some good things that I could use during this week and hopefully he'll be back out here.
"We push each other every day and every time we're in a tournament together as well, we use each other, practice rounds and stuff.
"Without each other we probably wouldn't be here - that's what we always say. I think that's true. He's useful and hopefully he says the same thing about me when he's talking.
"I definitely enjoy having a brother out here."
Without each other we probably wouldn't be here - that's what we always say. I think that's true
Southern Hills extends its US PGA hosting record to five this week as the tournament returns to Tulsa for the first time since Tiger Woods' victory in 2007.
Højgaard is getting his first look at the storied layout and believes it will pose a test worthy of a Major.
"It's really a good course," he said. "It's in great shape. It's a tough one. I feel like it's a second-shot golf course. It's quite go-to off the tee but certainly you need to come from the fairway to actually attack this golf course.
"With some of these greens and pin positions it's really tricky. It's a really good course. I enjoy it and it will be a great test."
Another big fan of the course and US PGA debutant is Adri Arnaus.
The Spaniard has described Southern Hills as like a "walk in the park" but he did not mean that in the metaphorical sense and is also expecting a challenging week.
"I don't think I've seen trees this tall on a golf course," he said. "It's quite impressive to see when you're walking down the fairway. There are not many trees but the ones that are around the fairway, they are huge, and it makes it amazing to walk.
"At the same time, it's a good challenge from the tees. Some of the tees set up a bit in a tricky way, let's just say that, and you really need to shape it both ways. The wind is going to be blowing.
"I think it's a very complete golf course. Also hitting into the greens, as everyone has said, it's probably the most tricky part. Having so many slopes from back to the front, you always want to be hitting uphill and getting your putts as much as you can in an attacking position instead of a defending position.
"I think we'll have to play very well."