Millennials can be difficult to work with, but I believe it's because they're misunderstood.
The reason they change their mind so often and their tenure at a job is so short is because: they have choices.
Their parents were loyal to a fault and believed "a job is a job."
Baby Boomers don't normally resonate with the idea that you should love what you do.
Millennials believe you have to love what you do or else you'll eventually quit.
Call it entitlement or lacking commitment, but it is what it is.
As an employer or colleague, the quicker you accept this the faster you can adjust.
Money isn't a Millennial's main motivator, perks are. Companies such as Google, Zappos and Facebook are revered for their work culture. The interview process is difficult, but if you get in the benefits help retain talent.
If you're a small business or "traditionally run," offering perks may not be an option. In that case give daily feedback, mentor and challenge them with new tasks. At the heart of the matter it's not much different than anyone else: they want to feel appreciated and needed.