What's the best thing to use for melia (small lil bumps under my skin)?

Thay can be caused by using a moisturiser that is too rich or heavy for your skin type. Regular exfoliation after a hot bath or shower so the steam has opened the pores should help. Don't squeeze as you can end up causing a infection and risk scaring.

If you mean milia the best way to get rid of them removed is professionally by a dermatologist but exfoliating can help prevent them and sometimes get rid of them. You can also try putting a teabag in warm water then squeezing out the excess then while the tea bag is still warm place it on the milia and hold it there for a while(the heat from tea bag helps loosen them) then exfoliate the area where the milia are. Apply a salicydic acid treatment afterwards to help dry out the milia. Do this routine once a week. If this doesn't work to get rid you will most likely have to dermatologist. Hope this helps!