My basic advice for GF extracts is in recent post #6 of:
Dry Rice Sugar use
Since you already do all grain, my advice is to stick with all grain and don't even bother with sorghum syrup. Use modern enzymes to convert your grain to sugars! Don't bother trying to tease out the meager natural enzymes in the gluten free grain and keep them healthy during the mash, it is a waste of time. Use Ondea Pro and Ceremix Flex. For ondea pro and ceremix flex, I recommend watching this video starting 39 minutes into the video:
Another excellent resource is the Zero Tolerance Homebrew Club :
Zero Tolerance Gluten Free Homebrew Club
Get your grain and enzymes at Gluten Free Homebrewing:
Gluten Free Home Brewing - Malt, Recipes & Supplies
You can do boil in a bag, no problem. Especially if you are not trying to get high gravity. However, you will need a reasonably small mesh bag as millet husks are really small. You can get away with a larger bag with barley grain, so if your existing bag is too course, you might have to get a dedicated bag.
If your friends are celiac and gluten free is not just a lifestyle choice for them, you should have some components that are dedicated gluten free so that some of the gluten protenes dont hide and get into the gluten free batch. Mesh bag is an easy choice to have dedicated gluten free. Some debate on plastic fermentation vessels etc. Personally, I think any contamination of that stuff is going to be so small that it is not worth worrying about. But that is my opinion.
Good luck and post your results!