Answer by taking a quote from the following article:

Milligan was born in Ahmednagar, India, on 16 April 1918, the son of an Irish father, Captain Leo Alphonso Milligan, MSM, RA (1890-1969), who was serving in the British Indian Army. His mother, Florence Mary Winifred (nee Kettleband; 1893-1990), was British. He spent his childhood in Poona (now called Pune) and later in Rangoon, capital of British Burma. He was educated at the Convent of Jesus and Mary, Poona, and later at St Paul's High School, Rangoon.

During most of the late 1930s and early 1940s, Milligan performed as an amateur jazz vocalist and trumpeter before, during and after being called up for military service in the fight against Nazi Germany, but even then he wrote and performed comedy sketches as part of concerts to entertain troops. After his call-up, but before being sent abroad, he and fellow musician Harry Edgington (1919-1993) (whose nickname 'Edge-ying-Tong', inspired one of Milligan's most memorable musical creations, the "Ying Tong Song") would compose surreal stories, filled with puns and skewed logic, as a way of staving off the boredom of life in barracks. One biographer describes his early dance band work as follows: "He managed to croon like Bing Crosby and win a competition: he also played drums, guitar and trumpet, in which he was entirely self taught"; he also acquired a double bass, on which he took lessons and would strum in jazz sessions. Milligan had perfect pitch. During the Second World War, Milligan served as a signaller in the 56th Heavy Regiment Royal Artillery, D Battery (later 19 Battery), as Gunner Milligan, 954024. The unit was equipped with the obsolete First World War era BL 9.2-inch howitzer and based in Bexhill on the south coast of England. Milligan describes training with these guns in part two of Adolf Hitler: My Part in His Downfall, claiming that, during training, gun crews resorted to shouting "bang" in unison as they had no shells with which to practise. The unit was later re-equipped with the BL 7.2-inch howitzer and saw action as part of the First Army in the North African campaign and then in the succeeding Italian campaign. Milligan was appointed lance bombardier and was about to be promoted to bombardier, when he was wounded in action in the Italian theatre at the Battle of Monte Cassino. Subsequently, hospitalised for a mortar wound to the right leg and shell shock, he was demoted by an unsympathetic commanding officer (identified in his war diaries as Major Evan "Jumbo" Jenkins) back to Gunner. It was Milligan's opinion that Major Jenkins did not like him, because Milligan constantly kept up the morale of his fellow soldiers, whereas Jenkins's approach was to take an attitude towards the troops similar to that of Lord Kitchener. An incident also mentioned was when Jenkins had invited Gunners Milligan and Edgington to his bivouac to play some jazz with him, only to discover that the musicianship of the gunners was far superior to his own ability to play the military tune "Whistling Rufus". After hospitalisation, Milligan drifted through a number of rear-echelon military jobs in Italy, eventually becoming a full-time entertainer. He played the guitar with a jazz and comedy group called The Bill Hall Trio, in concert parties for the troops. After being demobilised, Milligan remained in Italy playing with the trio but returned to Britain soon after. While he was with the Central Pool of Artists (a group he described as composed "of bomb-happy squaddies") he began to write parodies of their mainstream plays, which displayed many of the key elements of what would later become The Goon Show (originally called Crazy People) with Peter Sellers, Harry Secombe and Michael Bentine. CANNOTANSWER

Did he put out anything else during the war?

CANNOTANSWER