Venerius - bishop of Milan - died on 408-05-04.
Mirocles - bishop of Milan - died in 316.
Maternus - bishop of Milan - died in 328.
Benignus - bishop of Milan - died in 472.
Senator - bishop of Milan - died on 475-05-29.
Glycerius - bishop of Milan - died on 438-09-15.
Saint Ambose of Milan fits your description.
Ambrose was a convert to Christianity and governor of Milan, Italy, before he was named bishop,
Milan Ljubenović died in 1989.
Milan Milišić died in 1991.
Milan Puskar died in 2011.
Milan Bizovičar died in 2006.
Milan Munclinger died in 1986.