MOST of them are, there were a few non-burnished pieces that got into the sets. To get these coins certified as Millennium (either burnished or non-burnished) they have to be submitted still in the OGP.
Considering the Millennium didn't start until 2001, LOL. There was no year 0 CE. It went from 1 BCE straight to 1 CE with the Gregorian Calendar. People also make that mistake with centuries. The first century was 1CE through 100 CE, the second century 101 CE through 200 CE, etc, which means the 21st century didn't start until 2001 CE. The year 2000 CE was the last year of the 20th century.