You can hack it if you get access to an older furnace being junked. You need the 24VAC transformer and the main relay (the really old furnaces don't have one of course). Then the smart thermostat (which probably needs the parasitic power from this) can run off that, and your millivolt system can run off the relay contact closure. That said, as always, keep your existing thermostat paralleled to it, just in case.