Hi!
Milly sounds like a typical puppy.
Gracie Ruth terrorized Boo when she first joined our family. You just need to step in if it gets too rough. Be sure to not let Milly bully Meg. And to spend some one-on-one time alone with Meg, so that she'll know she is still important to you.
Boo was able to jump up on the furniture to get away from G, so that helped some. And if I thought she was taking advantage of his good nature, I'd tell her Quit and separate them to give him a break. I also do Date Night with Boo. Just the 2 of us go for a walk or to the park or to a pet store, then we stop at McDonalds and get a cheeseburger to split. It does wonders for his attitude.