FWIW, we actually double crop Millet & Wheat. We plant one right after the other one is harvested. We cut in the wheat in the spring & then sometimes we can cut the Millet twice in late summer/early fall.
We've planted pearl millet, japanese millet, german millet. I personally like Japanese & German the best & they will also work best if you try to 2 cuttings per summer. Also, Japanese Millet is ideal for grazing & it will continue to grow as long as it isn't continually grazed too low.
Never done it, but the best method may be to plant 2/3 millet mixed with 1/3 field peas or 1/3 soybeans or a little of both and then just plan on doing 1 cutting. The soy beans & field peas will add nitrogen to the soil (lower fertilizer costs) & they will boost the overall protien content of the hay. We haven't done it in along time, but we have actually cut late soybeans for hay & it tested extremely well. They are hard to cure out, though.
Red mentioned Tripper... I've heard good things about "tripper" for years. It's Triticale (a cross between Wheat & Rye) & Field Peas. I knew a guy near St Louis who put it up as haylage & he swore by it. We've never tired it because we were afraid it may not cure out quick enough... Red, how about it? Can you bale it for hay easy enough?