So... how bad is millet? I understand that they shouldn't eat it without limits and I don't allow it of course, but I heard some people give a small amount once a week. Is it really that bad?

Millet is in the cockatiels seeds. Its not bad to have lots of it. They love millet a thousand times more when its on the spray instead of it in the seed mix. Sunflowers and peanuts are high in fat and should be fed in moderation but millet isn't unhealthy.

Millet is a nice healthy grain and it's fine to feed it to birds. There are a lot of misconceptions about seeds on the internet, with some people saying seeds are bad and you should never feed them to birds. Not even to birds who are seed eaters in the wild, like cockatiels. But it's not true. An all-seed diet is unhealthy because there are certain nutrients that aren't available in seeds. But an all-broccoli diet would be unhealthy too for the same reason. There isn't any natural food that provides complete balanced nutrition all by itself and you need to have variety and balance in order to have a healthy diet.

The best way to provide a healthy diet is to feed your birds a substantial percentage of pellets - 30-50% is what some vets recommend for cockatiels and that's what I shoot for. They should also have vegetables in the diet, and it's perfectly appropriate for them to have some seed too. Go easy on the sunflower and the safflower since they're high in fat, but millet has about a tenth as much fat as they do so you can feed more of it.

Millet spray is in all my cages at all times... the birds luv it.

I only provide it once or twice a week. But I do that because they love it so much and to associate this 'waaw we get millet spray'-feeling with me being around them when they get it; Not because it would be unhealthy ...

I use it as a treat when they've been good birds.