I had a milium on my eyelid that became very annoying. The ophthalmologist removed it.
FYI: Milia are not pimples. They have no opening. They are basically keratin-filled cysts. For one reason or another (sun exposure, trauma to the skin from certain procedures), the skin has folded over on itself. They can be extremely tiny -- also known as milia seeds -- or they can be a bit bigger.
~Who in the world am I? Ah, that's the great puzzle~ Lewis Carroll, Alice in Wonderland