I have not used a microwave oven, but I have softened tallow-containing soaps in a double boiler to make into shave sticks -- they work great. The soaps were Cella (red tub), Mike's and Mystic Waters.
Melting really only works with a certain type of soap, even some veggie soaps can't be melted, and attempting to do so will destroy them.
I think the list of soaps that can be successfully melted is quite small: VDH, Col Conk, Mamma Bears, and anything else that uses a melt and pour soap as the initial base.
I like the smell my soaps give off when I melt them, but that's fragrance that is given up by the soap. Better to not heat it any more than you have to.
I honestly think milling isnt a good idea. Yeah it makes lathering easier because the soap has been broken up but it lessens the life of a dense puck such as mwf.