Bring 1 1/2 cups water to a boil in a small saucepan. Add the sweet potato and 3/4 teaspoon salt, reduce the heat to medium low and cook 10 minutes. Add the millet and chickpeas, reduce the heat to low and cook, covered and stirring occasionally, until the millet is tender and absorbs all of the water, about 20 minutes (add more water, if needed). Turn off the heat and transfer the mixture to a medium bowl, letting it cool slightly.
Stir in 1/2 cup breadcrumbs, the chiles, shallot, cumin, paprika, onion powder and 3/4 teaspoon salt. Shape the mixture into 4 patties, pressing them so they are about 1/2 inch thick. Place the patties on a plate and refrigerate 30 minutes.
Lightly beat the egg in a medium bowl. In another medium bowl, stir together the remaining 1/4 cup breadcrumbs with the cornmeal. Place 1 chilled patty in the beaten egg, turning over the patty to coat the other side. Dip the patty in the cornmeal-breadcrumb mixture and sprinkle the mixture over the top of the patty, lightly pressing it on. Repeat with the remaining 3 patties.
Heat a large nonstick skillet over medium heat. Add half of the canola oil and the patties and cook until they are golden brown, 3 to 4 minutes. Add the remaining oil to the skillet and use a spatula to carefully flip the patties (they will be somewhat soft); cook the other side until golden brown, 3 to 4 more minutes. Serve each burger on a bun with your favorite toppings.