Russia is known to have studied millimetric guidance systems for missiles, but cramming this technology into the 152 mm fuselage diameter of the Kornet-E would be a difficult undertaking for Russian industry.

Krisanthema is already developed (the only MMW guided ATGM fired from the ground).
They also have plenty of experience with MMW radar guided weapons and systems. Both ARENA and DROZD use MMW radar, as do the antiship missiles Kh-35, and the anitship variant of the Kh-58 (AS-11).