I've had time to reflect on yesterday and have calmed down somewhat, so here's where I see things.
I get that with the players at our disposal we must be hard to beat, to keep games tight and have a solid base. I even like that we are tough to play against and barring a few times, no one has really given us a hiding. I love it when we nick a tight game 1-0 against a team that spends much more than us.
What I don't get is what we do (or rather don't do) with the ball when we attack. There is no plan I can see. Even if you lack attacking quality you can still do the most rudimentary attacking option there is: Get the ball into the box, aim all crosses at the far post and get people in the opposition's area and attack the ball. Now, that sounds basic and simple. It is. If you put enough balls in the box (even of varying quality) along with four or five players attacking it, you will score a goal eventually. An opposition defender can make an error clearing, an attacker can head it in, the ball can be cleared to the edge of the area for a shot at goal, a low cross can be steered in, the ball could get handled, a player could get fouled for a penalty, an opposition player could score an own goal, the cross could be headed behind for a corner thus giving another opportunity. There are literally thousands of combinations of possibilities if you put enough balls in the box and get your players attacking it.
No Millwall fan expects Man City or Liverpool style attacking football. Most Millwall fans accept we are limited in ways that make us being a hard team to beat a reality. But, all Millwall fans want us to do something with the ball when we get it and at least have a go.