I was referring your use of the word 'millenial', not the entitlement part. As for anyone referring to their entitlement seriously: yes. I see it happen all the time. I guess, however, they just don't realize it's their 'entitlement' they are talking about.
The entire "maybe it's just my millenial entitlement" was tongue in cheek. I've never seen anyone seriously refer to their own entitlement using the word "entitlement" in a positive content.