Pearl millet is the most widely grown type of millet. It has been grown in Africa and the Indian subcontinent since prehistoric times. The center of diversity, and suggested area of domestication, for the crop is in the Sahel zone of West Africa.All whole grains, including bajra, have substantial health benefits, including: Reduces your risk of developing type 2 diabetes. A study of 55,465 people between the ages of 50 and 65 found that men who ate the most whole grains had a 34% decreased risk of developing type 2 diabetes.