Census enumerators had a hard job, especially back then as the general population could neither read or write, so largely went by what they thought they heard, or were told. If John said his wife was called Millie the enumerator could have written Amelia because he assumed that was her name, rather than the rather uncommon Mildred.
however she is called Mildred Hall at their wedding in Coningsby 3rd March 1828, and listed as being of an extra-parochial place North 40 Foot in Holland Fen. Whereas John Denman is listed as being of Coningsby. No clues as to parentage in the wedding, the witnesses were Thomas Hand and Samuel Blackburn.
There is a Joseph Denman & Anne Riggall having children in Coningsby from 1797-1815, our John might belong to them.