A milia is just a pore that gets clogged with sebum/dead skin cells and then the sebum hardens under the skin.  These show up as tiny white bumps under the skin that persist.  They are often moderately deep so trying to remove them yourself just results in skin trauma (haven't we all tried this at least once? :) )  Renova/Retin A etc. nightly will help prevent them from forming. 

Best is to have your dermatologist remove them (insurance usually does not cover this) or you may be able to find an experienced aesthetician who can do it.  Make sure the aesthetician does this when you call because not all do and regulations vary state by state.  See my in depth article on Moles, Lumps and Bumps for more information.    Dr. I