Rinse the millet twice in a bowl of water, swishing gently. Drain well and set aside.
Peel and seed the pumpkin, then dice into ¼–½ inch cubes.
Pour 3⅓ cups water into a heavy-bottomed saucepan and heat to about 195°F (90°C). Add all the water at once—do not plan to top it up later.
Add the millet and bring to a boil over high heat.
Add a pinch of baking soda (about ⅛ tsp or less) and stir to dissolve.
Reduce heat to medium-low. Do not skim the foam—it's the millet's natural oil.
Add the diced pumpkin, stir once, and simmer for 12–15 minutes, stirring every few minutes and scraping the bottom.
When the pumpkin has melted and the porridge is golden, turn the heat to the lowest setting and simmer for 5 more minutes.
Add 1–2 tsp sugar if desired, stir, and let dissolve for 2–3 minutes.
Ladle into bowls and serve hot.