Milles was a pioneer of the circulated questionnaire, and until the end of the eighteenth century was the most successful user of the technique as a research tool. Milles had been a fellow of the Society of Antiquaries in London since 1741, and it was possibly from his example that James Theobald, the Society's president, proposed the production by the Society of its own questionnaire on natural and civil history "Whereby such gentlemen of learning and industry as should be disposed to promote usefull and entertaining researches of those kinds, might be directed in their choice of materials, and the Society reap the fruits of their labours and knowledge". In June 1754 he read out at the Society a pamphlet entitled "Queries Proposed to Gentlemen in the Several Parts of Great Britain, In hope of obtaining, from their Answers, a better Knowledge of its Antiquities and Natural History".
