Rinse the millet under cold water and set it aside. Heat the olive oil in a large pot over medium heat.
Add the onion, garlic, and ginger. Cook for 3 minutes until the onion softens.
Stir in the Thai red curry paste and cook for 1 minute to release its aroma.
Add the sliced mushrooms and cook for 4 minutes until they begin to brown.
Pour in the vegetable broth and coconut milk. Bring the mixture to a simmer.
Add the rinsed millet and red bell pepper. Cover and simmer for 20 minutes, stirring once or twice, until the millet is tender.
Remove the pot from the heat. Stir in the lime juice and season with salt and black pepper.
Ladle the soup into bowls and top each serving with chopped cilantro.