Roast millet flour on low heat till fragrant. Remove from heat and cool.
Sieve together millet flour, wheat flour and baking powder into a bowl.
Cut butter into small pieces, add to the sieved flour mixture and rub with your fingertips till the mixture resembles breadcrumbs. Add powdered sugar and mix well.
Add some milk and vanilla essence, mix and knead into a smooth dough. Refrigerate for 20 minutes.
Preheat oven to 180ºC. Grease a baking tray with some oil.
Dust the worktop with some flour and roll out the dough. The rolled out dough should not be too thin or too thick. Cut into round biscuits with a small cookie cutter. Poke with a fork in a striped pattern.
Place the biscuits on the greased tray, put the tray in the preheated oven and bake for 15-20 minutes. Remove from oven and cool.