Not answering your question, but just wanted to say that it's interesting how this is such a common skill in the USA, whereas here in the UK we don't learn it from a young age as far as I'm aware. After seeing it performed by a number of USA gymnasts, I decided to give it ago - I managed it, but it wasn't too pretty at first because it's just not something we work on! We also don't really do what you call mill circles here in the Uk.
Anyway, I hope someone can answer your question! Maybe if you had a video it might help us to understand what you're doing wrong a bit more.