It's also easy to add millet to bread if it is cooked first. A little trick I like to do is "toast" millet first, either in a "dry" pan or with a little oil. this gives the grain a little more flavor when it's cooked. Make sure it's room temperature before adding to bread recipe. I would add it in with the liquid part of the ingredients since it might be a bit "mushy."

I routinely add whole millet to breads. As little as 1/2 cup to 2 loaves adds a wonderful and subtle crunch.

Whole or as flour? Either are good.