I had Milia under my eye some years ago. At the time I shrugged it off as an unattractive blemish, and ignored it. That was until one morning I woke up and it had vanished as mysteriously as it had appeared.
At the time I had also suffered from a lot of styes. If you aren't familiar with these, you are very lucky. A stye is a little pimple like protrusion on the underside of your lid, which is very uncomfortable. To remedy the styes I had been applying a warm compress of green tea to the eye areas two to three times daily. When I say compress, I mean tea bags.
I would highly recommend this, if you look it up, you will see I am not the only one who recommend this treatment. In addition to getting rid of the milia, it will also prevent it from returning. Consider getting a daily cleanser and face mask with green tea as a main ingredient. The natural acidity and antioxidants also help with aging concerns, dry skin, sunburn and acne.