In a skillet, heat oil over medium heat. Cook onions, garlic and chili powder for 2 minutes. Stir in millet until coated. Add broth and bring to a boil. Reduce heat to medium low; cover and cook for about 20 minutes or until liquid is absorbed.
Meanwhile, place lentils in a bowl and using potato masher, mash until smooth. Add millet mixture, egg white and cilantro; stir until well combined. Using a 1/2 cup (125 mL) dry measuring cup, divide mixture and form into five, 1-inch (2.5 cm) thick burger patties.
Spray large nonstick skillet with cooking spray and panfry patties, in batches if necessary, over medium high heat for about 5 minutes per side or until golden brown.