Using olive oil, grease a loaf pan or small sheet pan. With a greased spatula, spread millet evenly to about 1 inch thick. Brush olive oil over the top and place in the freezer for 45 minutes or fridge for 4-6 hours until firm and set.
Make croutons. Place all millet ingredients except for the cheese in a small pot. Bring to a boil. Cover and turn heat to low, and let simmer for 25 minutes. Stir in cheese, taste for salt, add pepper if you want.