Bridge to Ter-Exodia

Updated to include Soul of Gaia the Fierce Knight. Removed Dimension Shifter because it conflicts with Gaia's negate.

People discovering the sheer value The Dark - Hex Sealed Fusion brings to the Millennium deck as a way to cheat out Millennium-Eyes Restrict permanantly can't be overstated, but in all other builds you're too reliant on hard drawing it. Millennium is one of the best archetypes to play Small World in because every main deck monster acts as a bridge to each other, and they also happen to be the perfect bridge to The Dark.

Off of any Millennium monster in hand except for Maiden and Blue-Eyes, you can bridge into The Dark. You can also use Small World to bridge out of non-engine into engine using the ghost girls, both being level 3 allowing you to bridge from The Dark into Golem, who are both Rock. Since an ideal Millennium Endboard looks like Exodia, Restrict, and Exxod and Azurune in back row, it's perfectly fine to sacrifice engine at the cost of making sure you have that perfect board.

Your goal is to get at least two millennium monsters on board to Link into Silhouhatte, then to Normal Summon The Dark to make Restrict by Tributing The Dark and Rabbit, allowing you to finish up your turn by making Exodia.

The one problem with this new build is you can easily fall prey to Nib with zero counter. Restrict is a very good monster negate, but it can't do anything about hand traps that resolve in hand. Once Nib hits the field, Restrict and Exodia will both be gone.