I don't believe millet will harm them because I feed my quail seed leftovers (which includes millet) from my cockatiel as the occasional treat. As well as mealworms like Invision stated, you can also provided boiled egg or alfalfa sprouts for that extra protein boost until you can get the proper feed. Also don't forget that you need to limit how many mealworms each quail gets to around 6 - 10 per day.