What are good substitutes for the millet flower? Thanks!

I think a finer flour: https://www.americastestkitchen.com/guides/gluten-free/gluten-free-flours-and-starches. But since the recipe doesn't use much flour in the first place, I think you can substitute without too much worry. I will say I'm not a super experienced gluten free baker, but if you look through the comments on this recipe, other people mention their flour substitutions which may be helpful.

Definitely need GF. What are the qualities of millet? Should a dense, coarse, or fine flour be substituted. I have rice, almost, buckwheat, almond, and a pastry GF.

Is your diet gluten free? If not, I'd just use all purpose wheat flour. If you are gluten free you could try some other flour type like oat flour, or any gluten free flour blend.