It's probably better that you planted a little thick. Thicker stand= finer stems and usually more leaves, especially with a good dose of fertilizer. I wouldn't go crazy with the N-- sorghum/sudan can do surprisingly well with little or no additional fertilizer. Millet is kissing cousins to sorgo/sudan so I'd expect it to respond similarly. The more N you put the taller it's gonna want to get, and you don't really want the stems. Stemmy= lower quality and harder to dry out for baling. The feed value is in the leaves and the stems just hold you back waiting for them to dry out enough to bale while the leaves sunburn and dry out.
Some guys here grow grazer and let it get ten feet tall before they cut it. Sure you get more tonnage but the quality suffers bigtime. A neighbor of mine that my Grandpa used to bale for had the secret to prime grazer hay. Plant it thick and when it gets waist high, cut it. Grazer produces most of it's leaves by that stage of growth, from waist high to 8-10 feet high is just stem elongation and stem thickening (harder to dry) and the leaves are getting older and less digestible. At waist high the stems should be about the diameter of a pencil or so, so they'll dry a lot faster. The leaves are younger and more tender too. When he got my Grandpa to come cut it that way the first time, Grandpa thought he was nuts. BUT when he saw the finished hay, he told him that was the best looking haygrazer he'd ever seen! Plus, by not waiting a couple extra weeks for it to get 8 feet tall, you should get an extra cut out of it with any luck and make up the tonnage difference anyway. And not having to leave it laying on the field a week waiting for stems to dry while the leaves cook in the sun (or worse yet it gets soaked by rain) means the quality and feed value will be a LOT higher than baling cane poles. PLUS, I've seen a lot of bales of grazer that was cut at 8-10 feet, and round bales of that stuff need to be fed that coming winter. It just won't store much longer than that. The coarse stems let too much rain seep into the bales (rounds) and by the next summer they've collapsed into something like a ball of mush. Look more like a haystack than a bale. Even covered they tend to shrink and collapse, just slower. Finer stemmed grazer stores a LOT better.
As in most things, it's how you manage it that makes all the difference! Good luck! OL JR :)