Injured Simon watched from the sidelines as Wales fell to a 1-0 home defeat against Russia in the second leg of their play-off at the Millennium Stadium.
That was enough for a 1-0 win overall and means Wales are still waiting to qualify for their first major final since 1958.
Milenko played the full 90 minutes as Slovenia suffered a similar fate.
They lost 1-0 at home to Croatia in the second leg having drawn 1-1 away on Saturday - last night's defeat despite Croatia going down to 10 men early in the second half.
Elsewhere, Mbulelo Mabizela played the full match as South Africa lost 2-0 in a friendly against Tunisia. It was the second match of a North African tour - OJ's side lost 2-1 in Egypt on Saturday.
Simon Davies and Milenko Acimovic saw their dreams of appearing in next summer's European Championship Finals evaporate last night.