Notes & Combos
Going first, Exodia Incarnate + DiFi/Macro/Shifter picks up easy wins all over the place. Not much explanation needed there, just remember to Dimensional Fissure early to protect against Droll and Veiler. Don't get greedy searching for Blue Eyes first unless you already have Ankh in hand. This also forces out Maxx C if the opponent has it.
The two real questions for Millennium are how many cards to run in the deck, and which ones to include for games where you don't get to go first and have to sit through Fiendsmith combo slop. Lava Golem, Sphere Mode and Super Poly just don't feel sufficient in a format with so much GY recursion. Really got to handtrap and pray it's enough to stop the opponent from playing. There's likely a good argument on cutting down the list just to see Droll/Shifter in the opening hand more frequently - something I'll experiment with going forward.
Bystials might look questionable but have performed well so far. Magnamhut can, of course, search Heart of the Blue Eyes, but Druiswurm is particular is underrated in its utility for clearing boards, particularly in combination with Wedju Temple + Doomed Dragon.
Without Super Poly, the extra deck becomes a toolbox for cards that can help clear the field before slamming down Millennium Ankh. Moon of the Closed Heavens is here to make Underworld Goddess with 2 of the opponent's monsters. Phoenix, S:P and Ty-phon can clear up simplified board states. PEP victories do come up occasionally, even with Ash Blossom as the only tuner. Sorcerer of Sebek helps with turn-3 kills if you've had to pay LP on turn 1.
Omega and Garunix are the most questionable extra deck inclusions. Garunix can be made with Doomed Dragon + Sengenjin but the chance of it ever coming up is very slim. Omega is primarily a holdout from when I was running Ghost Ogre (useless card under Shifter effects). Other generic links like Knightmare Cerberus/Unicorn might be better.
I've seen some lists running Obliterate as a secondary search target for when you open Fires of Rage, but it's a dead card when the GY is inaccessible, and that's really one of the main goals in this format.