To toast the millet, spread it on a cookie sheet and bake at 350 degrees for 8-10 minutes, until it turns a golden brown. Let cool before using.
Preheat the oven to 350 degrees. Grease two loaf pans and set aside.
Cream the butter and sugar together (I use a stand mixer, but you could use a hand mixer or a good old fashioned wooden spoon). Add in applesauce, eggs, pumpkin and vanilla. Set aside.
Measure the dry ingredients into a bowl and whisk to combine. Add the dry ingredients to the wet in three stages. Add the toasted millet and stir until just combined.
Divide the batter equally between the two loaf pans and bake until a toothpick comes out clean, approximately 60-70 minutes.