Prepare onions: Preheat oven to 375 degrees. Place onion wedges in a large bowl and mix with other ingredients until coated. Arrange in a shallow baking sheet with a rim, trying to avoid overlap. Cover tightly with foil and bake for 45 minutes. Remove foil and return onions to oven for about 10 minutes, until slightly browned.
Prepare millet when onions have been cooking for 25 minutes: Place millet and water in a saucepan and bring to a boil over medium heat. Add salt and nutmeg; cover and reduce heat to low. Cook until millet is soft and the water has been absorbed, about 30 minutes. Stir in parsley. Transfer millet to a shallow serving bowl and spoon onions over top. Serve immediately as the millet will set and be less appetizing.