it does not matter if you add milk or not - if you add a little milk and baby rice, the taste is easier for bb to accept especially when they are eating the pumpkin, broccoli etc for the first time. You can also mix up the different kinds of vegetables to give bb some variety after you have checked that bb is not allergic to that kind of vegetable.
A good book to get is Annabel Karmel's Book on Weaning