Put the water in a large saucepan over medium-high heat and bring to boiling. Add the millet, salt, and pepper and allow to return to a boil. Cover; reduce heat to medium-lo and continue to cook, stirring occasionally, for 20 to 30 minutes or until thick (about the consistency of oatmeal).
Brush a 15x10x1-inch baking pan with olive oil. Spread the millet mixture evenly in the pan. Cover with parchment and chill until set (about 1 hour).
Preheat the oven to 400°F. Uncover millet mixture and top with cheese, tomatoes, and basil. Bake about 20 minutes or until browned on top. Cut into squares to serve.