...personally, if that was me, I would be inclined to wear any strap other than a Milanese - especially if you are going on rides which will 'throw you about' a bit! The Milanese may slip - i.e. the magnet may slip a little as you are on the rides, causing the watch to potentially fall of your wrist....!!
I'd goe for a traditional watch strap with a traditional buckle, or the Sports straps - no chance of it coming off then, unless the strap/buckle actually breaks.