Preheat the oven to 400°F and line a baking sheet with parchment paper. Lightly brush the parchment with oil and set aside.
In a small saucepan over medium-high heat, combine the millet with ¾ cup water and a pinch of salt. Cover and bring to a boil. Simmer the millet until all water is absorbed and grains appear fluffy/lightly mushy, about 20-25 minutes. Set aside to cool.
Heat the avocado oil in a medium sauté pan over medium heat. Add the broccoli and carrots to the pan. Using the box grater, grate the shallots and transfer them to the pan as well. Season the vegetables with salt and pepper, and stir. Cook until carrots are soft and broccoli is bright green. Stir in the rosemary, turmeric, lemon zest, and cayenne pepper before taking off the heat to cool slightly.
Pack a 1 cup measurement with the cooled millet. You might have a couple mouthfuls extra. Transfer the cup of millet to a food processor. Add the cooked vegetable mixture to the food processor as well. Lastly: add the hemp seeds, psyllium husk powder, nutritional yeast, and grainy mustard to the food processor. Season the mixture with salt and pepper.
Run the food processor on high until the grains and vegetables start clumping together.
Form the millet nuggets: lightly oil your hands and measure out a scant 2 tablespoons of the millet mixture per nugget. Shape into little patties or freeform bites and set on the parchment lined baking sheet.
Once all the nuggets are formed, lightly brush the tops with a bit more oil. Slide the baking sheet into the oven and bake for 22 minutes, flipping the nuggets halfway. They should be lightly browned and feel solid enough to pick up.
To make the dipping sauce, in a small bowl, whisk together the cashew butter, water, maple syrup, mustard, lemon juice, garlic, and salt. Add more water to thin if necessary.
Serve veggie, hemp & millet nuggets warm with the dipping sauce!