Everyone hates hyphenated names on the Baby Names board, OP. However, you mostly find name-geeka on here; the opinions expressed are generally not representative of most you'll meet IRL.
Or, the opinions expressed are those that should firmly stay in people's heads (I know, if the OP didn't want your opinion, she shouldn't have asked, but do you really have to be so rude?)
Now, my opinion is that Millie-Jo isn't bad. Isn't great, but isn't bad. It has nothing to do with the hyphen, more the combination of Millie with Jo. To be quite honest, it's the Jo bit that I'm not too keen on. Millie is nice, sweet, would serve her well.
But regardless, this is your baby. You won't please everyone, so name your child a name that pleases you 