Yeah, exactly. If they really want to, go for it.

Millie might get the hint, may work out well.

Alternatively, just as she's playing a big manly orc character, OP could play a pretty female character and go for Grognar that way.

The thing is, OP has given up, and it almost seems like he's given up on Millie because of this hilarious DnD moment.

I say continue to try, both in real life and in the game. I don't see a reason why not!