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People brought flowers, candles and pictures of Miss Millane to the vigil, organised by Queenstown woman Amanda Morris.
Local Ngai Tahu members also paid tribute with waiata and a karakia.
Miss Millane, who was in Auckland on her OE, was last seen alive on December 1, the day before her 22nd birthday.
Her body was discovered on Sunday in Auckland's Waitakere Ranges.
A 26-year-old man has been charged with her murder.