I don't have much trouble with Mileena's anymore. Your game plan, just like with most Jax MUs, is to get her into the corner where her options are EXTREMELY limited. Walk her down with f+12 and blow up her wake ups with mb OH dash punch. If they are smart and know to interrupt f12+energy wave, then alternate using f212 for a Unlike some characters though, you can't just go ham on her, since her roll and overhead cartwheel lead to 30% combos and good position. Make sure to use the Decay special to force her into the corner as well. Every string Jax has is faster than hers, so you can punish everything and set up more pressure. I get the best results against any Mil variation by using pumped up since you get the corner restand.
Personally, the match-up I'm having trouble with is Possessed Kenshi. Zoning+ TP's make it hard to get in on him. His armor usually beats mine too. I need some assistance.