Rinse and drain the millet and put it in a large, heavy saucepan over medium heat. Cook, stirring frequently, for about 5 minutes, until the millet starts to smell and look toasty.
Add 3 cups of water and the salt if using and bring to a boil over medium-high heat. Stir once, lower the heat so that the liquid is just simmering and cover the pan. Cook for about 15 minutes, stirring once or twice, until the millet is tender. Drain the millet and return it to the pan.
Over medium-low heat, add the milk and cheeses and stir well until they melt and the mixture thickens, 2 to 3 minutes. Season with more salt if you like and serve.