Julie and I went to some grooming classes and that along with some very helpful tution by Mary a couple of years ago has helped me to do my lot.
However the legs are the most difficult part IMHO. Not so much the feet, hocks and feathers but the wispy dead hair on the legs. It is over a very thin, non fleshy part of the leg and protrudes from the short hair so it won't really comb out.
I agree with the thinning scissors - it's the only way I've found to get it out. You can get some out with a stripping knife but not it all. Thinning sciccors and just keep working away at it.
Having said that Millies are a mess at the moment