I like Romilly. I go back and forth on how much I like it, and right now it's in a high "I really like it" phase. Never quite gets to the "I love it" category, however. Probably because I like Rosemary more. Anyway, I'd use Romy as a nickname. I think it's really cute, and Milly doesn't come as easily to me because of the way Romilly is pronounced.