Heat the oven to 450°F. Put the poblano and bell peppers on a rimmed baking sheet lined with foil. Roast, turning once or twice, until the skins blister, 50 to 60 minutes. When they’re done, wrap them in the foil and let them steam until cool.
Lower the oven to 400°F. Grease a medium ovenproof skillet or 9-inch square baking dish with 2 tablespoons oil. Put the millet in a large saucepan with a big pinch of salt. Add water to cover by about 11⁄2 inches. Bring to a boil, then adjust the heat so the mixture bubbles gently. Cover and cook, stirring occasionally, until the grains are overcooked and begin to burst, 30 to 40 minutes. If the grains get too dry before they’re overcooked, add just enough water to keep them from burning. They’re ready when they’re no longer independent kernels, look more like thick mashed potatoes, and are pretty dry; remove the pot from the heat. Add the milk and 2 tablespoons oil, stir with a fork, taste, and adjust the seasoning, then cover the pot again.
Remove the skin, seeds, and stems from the chiles and bell peppers and slice them. Put them in a large bowl with the beans, scallions, oregano, garlic, cumin, and coriander and sprinkle with salt and pepper. Drizzle with the remaining 2 tablespoons oil and squeeze in the juice of 1 lime. Toss to combine, taste, and adjust the seasoning, adding more lime juice if you like.
Transfer the poblano filling to the prepared pan. Check the millet mixture; it should drop from a spoon like cookie dough. If not, stir in more milk 1 tablespoon at a time. Dot the top of the filling with the millet mixture, then spread it around a little with the back of a spoon, allowing some of the filling to show. Bake until the top is golden brown, 40 to 50 minutes. Cut the pie into quarters and serve with the remaining lime wedges.