Place the millet into a medium saucepan with the water, milk, ginger, cinnamon, and vanilla. Bring it to a boil and reduce to a simmer. Cook, stirring frequently, for about 15-18 minutes, or until the millet tastes a little sweet (if it's still undercooked, it will taste noticeably bland and starchy). You may need to add water as you go along; the ground millet is super absorbent.