Wash and cut the broccoli into small florets. In a bowl, combine the broccoli with the olive oil, ½ teaspoon kosher salt, and some fresh ground pepper. Pour onto a parchment paper-lined baking sheet and roast for 20 minutes.
Pour 1 1/2 cups millet into a dry pan. Toast for about 2 to 3 minutes over medium heat, stirring frequently. Pour in 3 cups water and add a few pinches kosher salt. Bring to a boil, then reduce the heat to very low. Cover the pot and simmer for about 15-20 minutes, until the water has been completely absorbed.
Separately, mince the garlic. In a large skillet, heat the butter over medium low heat. Add the garlic and saute for about 1 minute. Add the milk, 1 teaspoon kosher salt and the dried thyme, and bring to a simmer. Stir in the shredded cheddar cheese and stir until the cheese melts and the sauce thickens slightly (turn up the heat slightly if the cheese does not melt at first, but be careful not to overheat it).
When the broccoli, millet and sauce are finished, turn down the oven temperature to 400°F. Pour the millet into a large casserole dish (9″ x 13″ or 10″ x 12″) and sprinkle with 1/2 teaspoon kosher salt. Add roasted broccoli, pour in the sauce, and add a bit of the shredded cheese (making sure to reserve some cheese for the top). Stir thoroughly to combine all millet with sauce and cheese. Sprinkle the remainder of the cheese over the top.
