It sounds like you have tried quite a few products which when I search the web are the types of things people recommend. One person did suggest using both Alpha and Beta Hydroxy acid type cream or salicylic acid (in certain acne creams) so perhaps different company's formulations may work. Some people use microabrasion type cleansers to rub over the milia but they all require some persistence.
Otherwise, the needle solution is the most straightforward and having a doctor remove it is not just having a needle near your eye. Dermatologists remove all types of things from the skin and are experienced at handling needles though removing things from the eyelid is difficult since it shifts. The needles they use are very sharp and thin.
If I can think of another solution I will let you know. Thanks again for sharing your experience. Take care,