Heat 2 tsp. oil in large saucepan over medium heat. Add millet, and toast 3 to 4 minutes, or until dry and beginning to smell fragrant. Add 6 cups water, cover, and bring to a boil. Reduce heat to medium-low, and cook 15 minutes. Drain, rinse under cold water, and drain again.
Transfer millet to large bowl, and stir in cucumbers, tomatoes, green onions, cilantro, lime juice, hot sauce, and remaining 1/4 cup oil. Fold in remaining 2 tbsp. uncooked millet, if using. Season with salt and pepper.