Not sure what you mean by these parties being "rough", but I'd be careful drawing comparisons between Milliput and the "green stuff" because while they are both two-part epoxy putties, there is a world of difference between the two.
Green stuff (Kneadatite) tends to cure to a very distinct, rubbery consistency which has a hard time sticking to bare plastic. If you don't smooth it while it is still setting up, forget sanding or filing the stuff once it is dried.
Milliput cures very hard, sticks to nearly everything (including stuff you don't want to cover in putty, like tools, fingers, and work surfaces) and while it sets up, it can be smoothed with water, which can also be used to help with the stickiness issues. Once fully cured, Milliput can be sanded/polished/filed/drilled, where Kneadatite cannot because of its rubbery consistency.
Neither are particularly "rough" to begin with, but if texture is a concern, Milliput is the way to go.
Tony Greenland, a big armor modeler who literally wrote the book on modeling panzers in the late 90s, swore by Milliput cut with water to a paste-like consistency and spread with a corregated piece of metal he'd found in a shoe repair kit. His advice on "green stuff" was to reserve its use for figure modifications where the rubbery consistency is an advantage. I tend to agree.