Several high redshift gamma-ray bursts (GRBs) detected by the Fermi satellite have been searched for gravitational lensing echoes immediately following the burst. The presence of a compact lens in a well-defined volume between the observer and the GRB will cause an echo to arrive later during a well-defined period of time. Such an echo would be expected were dark matter to be compact, occupy a well-defined range of mass, and occupy a well-defined range of uniform cosmological density. Were no echoes found, a statistical analysis shows what mass and density ranges would be excluded. Results are presented limiting a cosmological abundance in the mass range near a million solar masses — millilensing. A discussion is given of what data and analyses would be needed to reduce this mass range down below 100 solar masses. The relative value of very high redshift GRBs and very short GRB spikes is also discussed.