'Millewee' means the mill path.
It is the Luxembourgish name of the street officially called Mühlenweg, German for the same thing. The name points to a path that led to a mill. The name also turns up in football: in 1930 Gasperich’s club, today FC Tricolore Gasperich, was readmitted to the national federation under the name FC Tricolore Mühlenweg.