Look no further, you should stay here! Pollonia is one of the best options in milos. There are many excellent restaurants that you can walk to from anastasias. Make reservations to be on the safe side. The town is small, picturesque and authentic. Anastasias apartments are an excellent choice because the location, the view from the balcony, the comfortable bed in a room with AC and - most notably - her adorable daughter greeted us with TONS of recommendations of what to do and where to eat. I doubt other places would set you on the right path like she did. We are real foodies from NYC where the food is incredible and can tell you her recommendations are on point. Medousa (get the octopus) and ergina and oh hamos were some of our favorites.
Be sure to rent a car if you can. It's only 30-35 euro a day and it costs about 20 euro to get to anastasias via taxi from the port - believe taxi is even more to and from the airport. Plus everything you want to see is no more than 20-30 mins from eachother, the island is very manageable. We got a car once we got there but the availability was scarce so I would rent ahead of time to be sure. You can also get motor bikes or ATVs.
You also must get out on a day trip on a boat! It was fabulous.
Anastasias daughter will tell you everything you need to know about all of the above ;)