We've always used the same setup as for corn, which is large wire concaves and, in the past, Kuchar grates. However, the grates are getting worn out so I think we'll be switching to keystock grates this year. I need to look at the book to see what it recommends for milo, but I'm pretty sure it says keystock.
We've never had much problem threshing milo, the exception being years like last year where the crop didn't mature before a freeze and there were a lot of blank heads and very light test weight. It's almost impossible to clean 45lb milo.
Use large wire cocaves and keystock grates. If you think milo is going to thresh hard leave front small wire concave in, put large wire concaves in the next two and keystock grates in the back. This seems to work real well.