Millipedes secrete toxins. I know that some animals have developed a trick of rolling them in the dirt thoroughly to rub off most of the toxic secretions before eating them.
I did a quick lookup, and it seems Savannah monitors also developed an instinct for dealing with millipedes--they rub their chin all over them for up to 15 minutes, removing the secretions, before they eat them. I would suggest it's probably not a great idea to feed a whole lot of these toxic animals to them.
Centipedes are simply venomous, and larger ones can pack quite a wallop. I personally wouldn't risk feeding them to a reptile. Most of the time, the lizard will avoid being bitten, but they may get unlucky once...why risk it?
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