I don't think Millwall did much either to be fair, but Michel pulled off two saves near the end when they were clean through on goal, so they did have more than one chance.
I do wonder about you. By the time they had their one on ones we were late in match chasing the game - there were bound to be gaps at the back and chances on the break. We took Painter off for goodness sake. These chances do not mean that Millwall were making better chances through their own superiority, it just means that we were behind late in the game and were pushing forward - and that's a product of conceeding a soft goal after 50 minutes, not the skills of Millwall's forwards.