Probably OK if you only give a very little as a treat -- perhaps a dribble in a dish, a few drops on your finger, or soaked in a little cereal. Milk goes off very soon anyway.
Shouldn't need it though, if you're giving it a good diet. I used to find that the best treat was a live mealworm, or better still a grasshopper.
I used to have the coolest hamster, he could climb up stairs and flip in circles on a chair leg. Anyway, I never gave him milk but he used to love these yogurt drops from the local pet store. That's made of milk.