The milgwn were large, powerful grey foxes who worked for the Grey King.
Encountered by Will and Bran in The Grey King, they are thought by most in Wales to be old stories, nothing more. In truth, they are servants of the Grey King, and can change their shape to look like dogs or foxes, or disappear entirely from sight. It is they, led by the king wolf, who drive Bran and Will to Bird Rock and they who, invisible, lead to Cadfall's death.
In the ending of the book, they flee their master's slopes in a retreating mist, leaving Cadair Idris forever.