Measure and keep all ingredients ready. Also, preheat the oven to 180 deg C for 10 minutes. Roast the millet in a thick bottomed pan for 5 minutes or until nice aroma comes. Remove from the flame once done. Cool it down and transfer to a blender.
Grind the roasted millet to a fine powder. Sieve the ground millet flour and whole wheat flour over a bowl/plate.
Set the sieved flour aside. Take brown sugar/palm sugar in a blender.
Grind the palm sugar it to a fine powder. Transfer the ground sugar to a mixing bowl. Add in the butter cubes at room temperature. Beat it with a whisk and Mix well until the sugar is completely melted.
Then add in vanilla essence and give a quick mix. Add sieved dry ingredients to this butter-sugar mix.
Start to mix the dough with your hands gently until you get the soft dough consistency. Add 1 to 2 tbsp of milk if required. Once the soft dough consistency is reached, keep the cookie dough in the refrigerator for 20 mins(optional step). In the meantime, line the cookie tray with a cookie sheet/parchment paper. After 20 mins, take the cookie dough from the refrigerator and start making balls and flatten it using your palms.
Arrange the cookies, and bake in the preheated oven for 15 minutes (baking time depends on the size of the cookies and oven) at 180° C till cookies are browned at the bottom. Allow to cool in tray entirely and serve the cookies.