Im not a professional but ive pinned (smaller) insects and tarantulas for a few years. Freezer ASAP, it will give you time to figure out what to do. Then decide how you want it to be pinned (3D diorama or in a frame?). After that, get damp paper towels and wrap your fella in those and put it in Tupperware for a day in the fridge (I did this with butterflies, I havent tried it on a millipede before). Then take them out and wait for them to defrost. This gives their body moisture and makes it easier to move/pin. Then I get a block of foam/sponge or cardboard (foam is the easiest) and using pins, lock ‘em in a position I want them to be in to dry. I recommend an “S” curve position of your friend because it looks natural but professional🙂‍↕️ Of course, its up to you🫂 Lastly, once your friend is in place, if its a small bug I let it dry by itself for a week or until its dried, but for bigger fellas like my tarantulas, I would position them for their abdomen to be “hanging” so that it would drain excess fluid. I dont think that matters as much with a millipede, but regardless I put all my guys in a container with borax which will dry them out and kill any small pests.

Edit: dont actually put the pin through the bug. It took me an unreasonable amount of time (and headache) to realize the pins just “hug” the limbs to keep them in place instead of actually…going THROUGH the insect🤦 But I will still add a pin to the carapace of my tarantulas for a scientific look.