Allow to create milestones while creating a merge request
When creating a merge request and you want to assign it to a new milestone, you first have to switch to the New Milestone page, create the milestone there, then switch back to the merge request page and reload it so that the new milestone appears in the Select milestone popup. Having to reload the merge request page though also empties the Assignee and Labels fields.
Allow to create milestones inline (within the popup) like it's the case for labels. This improves the workflow a lot, because you won't have to switch between pages anymore and you don't lose possible assignee and labels selections.
Links / references
The Select milestone popup on the New Merge Request should be changed to show form fields to create a new milestone instead of linking to /milestones/new when the user clicks on Create new, just like it's the case for creating a new label on that page.
Everyone working with milestones and not having the milestone created before creating a merge request.
Make sure these are completed before closing the issue, with a link to the relevant commit.