In modern works he has played Doeg in the British premiere of Philip Glass's The Making of the Representative for Planet 8, Tippett's King Priam and Šiškov in From the House of the Dead.
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Significant LBO productions during Milenski's tenure included Powder Her Face by Thomas Adès, Richard Strauss’ Elektra (which was televised in Germany), Janáček's From the House of the Dead, The Beaumarchais Trilogy and the complete operas of Claudio Monteverdi.