Millet

I'm looking for help in how to use millet grains in a seeded loaf.

I am trying to recreate a bread which I found in the UK. The actual loaf 
is their 
https://www.warburtons.co.uk/products/bread/seeded/seeded-batch-400g/ 
Millet is one of the five grains they use.

You can see the millet more clearly in the banner picture at 
https://www.warburtons.co.uk/products/bread/seeded/ — they're the pale 
round ones on the surface and inside.

So off with me down to the local Ganesha wholefood store and bought a 
bag of their Organic Millet Grain. Put a tablespoon of them into my 
regular seeded loaf...and they came out as they went in: small, hard, 
and gritty: completely unchewable. I was expecting them to swell and go 
soft.

I put a teaspoonful in a bowl and poured on boiling water and left them 
overnight, thinking they might need softening first, but those too were 
exactly the same next morning.

What's the trick to using them in a loaf? Clearly soaking has no effect. 
Do they need pre-cooking by some other means?

Peter