***** NOT A TEACHER *****
Of course, I am not gainsaying the excellent advice given here to international students by teachers. Their advice should be followed.
I do, however, beg leave to report that apparently some (presumably) native speakers consider "make the milk hot" to be "natural."
The "Web" section of Google has numerous instances, and the "books" section has some. Here's a sampling.
1. "Make the milk hot, place it in a dish with ...." -- WHOLESOME COOKERY (2010).
2. "Make the milk hot -- i.e., about 990 Fahr. ...." -- DIET FOR THE SICK (1912).
3. "Make the milk hot, stir in the butter and ...." -- THE WHITE HOUSE COOK BOOK (2011).
4. "[H]eat the milk and chicken stock ... just enough to make the milk hot without boiling." -- LOW COUNTRY SHE CRAB SOUP.
5. "Okay, let me go make the milk hot." -- THE HOMESTEAD (1930).
*****
I, of course, am NO model of proper English, but I (and perhaps others) would find this dialogue reasonably "natural":
Mona: Would you like anything?
James: Yes, could you get me some milk?
Mona: No problem.
James: Oh, and don't forget: please make it hot. Nothing is worse than lukewarm milk.
Mona: No problem.