You can dab at the mites with a qtip swabbed in alcohol. You can dump the substrate and try keeping the millipede on something dryer with more ventilation. You can try paper towels, but be careful, you don't want it to be so dry that the millipede cannot make it.

You make also be able to make a mite trap with a film canister and a dead cricket. Leave the cricket in the film canister and smear the edge with vasoline. The mites may leave the millipede and walk over to the cricket. They will get trapped in the vasoline and be unable to walk back.

You can also order predatory mites which will eat all of the parasitic mites.