I would think that the reason they say that is due to the risk of burns to the mouth. How warm does he like his milk? If you were to just sit it in a jug of warm water for a few minutes I would think it would be fine. I wouldn't be putting microwaved liquid in though, as that heats unevenly and you risk him burning himself, even if you don't warm it for long. The other alternatives are a straw cup, or a normal cup, but in both cases you still risk burns from hot liquid.