Preheat oven to 350ºF/175ºC.
Place the millet in a saucepan with boiling water and add a large pinch of salt. Lower the heat, cover the pot and simmer until the millet is cooked through, about 20 minutes.
In a medium casserole, gently combine the cooked millet and the pumpkin purée with a spatula.
Add the coconut milk, salt, pepper and combine until well blended.
Crumble the chopped brazil nuts evenly over top of the mixture.
Bake in the preheated oven until topping is browned and casserole is set, 25 to 30 minutes.
Let rest to cool slightly before serving, about 10 minutes.