Hi,
A popped milium actually creates a break in the barrier function of the skin and scarring may occur if the affected area is not kept clean and gets infected.
To prevent scarring from occurring, treat the affected area as if it was an open wound. Cleanse the area daily and apply a mild antiseptic gel (e.g. octinesan) or a topical antibiotic (e.g. mupirocin, fucidin) for the next 3-5 days.
In the future, it may be best that milia be removed by a qualified aesthetic doctor or dermatologist using sterile instruments to ensure the best outcome.