The bakers of the really good millet bread keep their process a deep, dark secret, but I've heard it rumored that it's a sourdough process (so it's not truly yeast-free). I haven't got around to trying that yet. Rice flour is a main ingredient as well. (Also, it's processed on equipment shared with wheat bread, so although I can tolerate it well, it's not suitable for a challenge diet or for most people with celiac.)
Although the commercial bread lists flours, not whole grains, in the ingredient list, I think my next attempt will be to soak, grind and ferment whole millet and rice. That should eliminate some or all of the bitterness of the millet.
Speed comes from what you put behind you. - Judi Ketteler