Gita, sorry to hear about your bird feeder! I haven't ever shopped at Big Lots, but there is one not too far away, so I'll stop in sometime.
I get millet at a bird food and supply store near me. I used to love shopping at Southern States, but there aren't any near us anymore. When we first moved in, there were a Home Depot and a Southern States less than 3 miles away. Now the closest HD is 10 miles away.
I'll have to make a "millet run" again tomorrow; it's going to be Junco weather and I'm out again!