I really like the Millar I've read (three or four books, none of which intersect with yours). The best so far has been Beast in View. I was very pleased when the vast majority of her work got rereleased in ebook over the past couple of years, making it much easier to find. I attribute this to Sarah Weinman's Library of America anthologies of noir written by women in the 40s and 50s; it brought a lot of renewed attention to Millar and some of the other writers she covered.

I tend to think of Millar as classed with Elisabeth Sanxay Holding, although Holding is less chilly and I think more critical of gender constraints; maybe I only think of them together because I discovered them around the same time. You might like The Blank Wall, especially.