Due to the Stars ending their association with the K-Wings, MacMillan was then farmed to the Utah Grizzlies again in the IHL.

The following season, MacMillan was again relegated back down to the AHL, this time playing for the Hartford Wolf Pack.

MacMillan again decided to play in Europe the following year, and in the summer of 2007, along with Capital team-mate Scott Fankhouser, agreed to sign for the Manchester Phoenix, a team playing in the EIHL, the top tier of British club ice hockey, where he was also appointed alternate captain by player/coach Tony Hand.

MacMillan proved to be a solid, physical defender for the Phoenix but struggled to find form, suffering a number of injuries through the season.

MacMillan and Fankhouser would again choose to sign for the same club, agreeing to play for the Bloomington Prairie Thunder of the United Hockey League, an announcement made in July 2008.