Connecting two thermostats in parallel to control old millivolt wall gas heater
The quick answer is yes: if both of your thermostats are the "dry contact" type, meaning they're a simple switch with no voltage applied, then they can be wired in parallel and connected to your millivolt gas valve. When either one or both together calls for heat the heater would turn on.

You're also correct that most thermostats designed for 24 VAC controlled furnaces etc wouldn't work directly with the millivolt system. It seems that such a thermostat could control a millivolt system, though, if you wire things so that the thermostat operates a relay and the relay interfaces to the millivolt system.