I know this is late and you got the roaches but I just wanted to answer this since the thread popped back up.
The mites that live on the millipedes are supposed to be there, they keep the bugs clean and get a meal out of it, it is a symbiotic relationship and the mites should not be removed from the millipedes.
As for it effecting the reptiles - I do not think that the type of mites that are found on millipedes would be able to thrive for long off of one. They live off millipede waste, not reptile blood. They are definitely not the same mites I that I have seen on my snakes.
Thanks for the info. I figured they would be OK around reptiles, but it's nice to know exactly why - what they eat, etc.