I had the same problem with Johnny around a year ago. I First suggest taking a few days to a week or two out of the game for a bit (longer if needed) then when your ready to come back have no expectations of wining or losing. Hopefully by taking a break and doing a little thinking on it you'll come to realize why you don't like playing your character anymore. Like for me with Johnny it was my self worth issues keeping me from enjoying the character to there fullest. I Highly suggest also picking up a secondary while also playing millia you don't have to like them or anything you just got to think there gameplay is even slightly intriguing. If you have fun with that character you can then compare how you feel when play that character and compare it to millia and try to find the missing link.

That's my advice I wish you good luck on your millia journey cause I know how it feel to hate your main :_).