In a dry saucepan over medium heat, toast the millet for about 2-3 minutes until it becomes lightly golden and emits a nutty aroma. Remove the millet from the pan and set it aside.
Add olive oil to the pan and set to medium heat.
Add the chopped onion and sauté for 2-3 minutes until it becomes translucent and fragrant.
Add in the minced garlic and cook for another 30 seconds until fragrant.
Add the diced carrots, celery, red bell pepper, and zucchini to the saucepan and cook for 5 minutes, stirring occasionally, until the vegetables begin to soften.
Add the broth, diced tomatoes, bay leaf, paprika, cumin, turmeric, cayenne pepper (if using), salt, and pepper and bring to a boil before reducing heat to low, cover the saucepan with a lid, and let the stew simmer for 20-25 minutes until the vegetables are tender
Add the toasted millet to the stew and stir well to combine, continue to simmer for an additional 10 minutes or until the millet is fully cooked and has absorbed some of the broth.
Ladle stew into bowls and garnish with parsley or cilantro
Note: This stew also does well when substituting other vegetables such as peas, sweet potatoes, or kale.
