Posted this in the advanced Mileena guide thread, but I guess I'll repost it here too.
To add to the wall combo part:
After landing Jump Punch > Back+1,4 > 2,3,4 > 2,3,4, Roll.... You can dash under the opponent and use Uppercut/(Down+2) to send them back into the corner. The combo does 41% (35% without Jump punch) and resets the positioning for another one, or some other mixup.
You can also use Jump Punch > Back+1,4 > 2,3,4 > 2,3,4, Roll >*dash under* > 4, Neckbite. This combo is much harder and does the same damage as the uppercut ender. The big reward here though is the fact that this ends with your opponent in the corner AND leaves them standing. This means they get no wakeup attacks. They also can't jump away from you since they're cornered.
You can also start with Up+4. Up+4 > 2,3,4 > 2,3,4, Roll >*dash under* > (4, Neckbite/Uppercut) 35% and 34% respectively. Neckbite resets. It's easier to time if you use Up+4 into 2,3,4 instead of Back+1,4 into 2,3,4. (Up+4 launches higher).
Using Up+4 > Back+1,4 > 2,3,4, Roll >*dash under* > (4, Neckbite/Uppercut) does 33% and 32% respectively. This is less damage than the above combo omitting the back+1,4, but I decided to put it here in case it's more convenient for people. If you're used to doing Back+1,4 string after Up+4, you can still create this corner reset.
Finally, since your opponent will have no reason to block low in this situation, you can use a low option:
Back+3, Roll >*dash under* > 2,3,4 > 3,4, Neckbite for 27% and reset. Not as much damage as the overhead starters, but it's still over a quarter life. Gives them something to think about if they're looking for Up+4 or Jump Punch.
This dash under trick will work after nearly any corner combo that uses a Roll in the middle of it, unless you used Roll to start it of course.
