I was never sure what to do with millet spray, the birds like eating it, but it's kind of awkward to put a giant spray in a tiny holder. So I used TWO clips, one at either end and made a little loop out of it:
(I also have a little seed bell hanging in the middle of the loop). My canaries LOOOOVE the millet perch, not only can they perch on it securely, but they can eat it, too! This has probably been done before, but it took me a couple of years of having canaries to come up with a good way to place millet in the cage without cutting it, so figured I'd share.