Milly: Hashifurupufu - hufflepuff.
No, not gonna check the katakana table; don't need more then one guess. Kallen to Griffindor, CC and Lelouch to Slytherin.
The hat doesn't need more than one guess for Lulu either.

Now let's do the rest:
Shirley - Hufflepuff.
Nina - Ravenclaw.
Those are easy.
Suzaku and Nunnally could go anywhere but Ravenclaw, depending on episode and interpretation.

I love these weird crossovers.

Not the Sorting Hat trying to send Lulu to Azkaban