Heat a medium skillet on medium-high. Add olive oil and swirl around the pan. Add shallot. Saute until it begins to soften, about 3 minutes. Add herbs, saute briefly. Add millet and stir to combine with the other ingredients. Saute the excess water from rinsing has evaporated. Add water and salt. Cover pan and bring to a boil. Turn heat down to low and cook until millet is tender, about 30 minutes. Gently fold into mung beans and serve.