Absolutely fantastic! I love playing Millie! She's easily my favorite modded character to play – as far as comparing against vanilla characters goes, it's a tough decision between her and Metal Sonic!
I am already speedrunning the game with her, first with single level runs before I commit to full game runs, similar to my process with Metal Sonic and to a lesser extent Metal Knuckles from the R Chars addon. I love how fast she feels in the air.
At this point, I've played so many characters that I discovered the limit to how many save files one can have in single-player – it's 30 if you didn't know, although if you're the type to download and play a lot of modded characters as I seem to be, you probably already knew that – but BluEyes is one of the few I find myself coming back to. It helps a lot that I can identify with her more than any other character I have thus far.
Try her for yourself, seriously! She's a lot of fun!