Former Bristol City boss Millen has been acting as caretaker manager in recent weeks since the departure of Ian Holloway last month.
A goalless draw at home to Everton was the first point the Eagles had picked up under Holloway's former assistant Millen, with Bannan hoping a long-term successor will be named soon.
"Keith Millen has done a great job and there has been big, big talk about a new manager coming in this week," he said. "That would be great if we could because we have got tough games coming up and we need a new manager in as soon as possible.
"Obviously I have been signed by the manager [Holloway] and he got the sack but the assistant that's there now, I have been playing under him.
"It's not been too much of a change because he tries to keep it the same as the previous gaffer. It's been good, I have been enjoying it."
- Sports & Recreation
- Ian Holloway
- Keith Millen
- caretaker manager