imo, you dont have to wake him up for milk.
sucking his fingers when sleeping, might not mean he is hungry, might be just comfort sucking..
if he is really hungry n wants milk, he will wake up n cry for milk. its a baby instinct to do that.
dont have to feel guilty about it! in fact, you shld really feel happy n relieved that he is able to sleep thru the night so fast!
let him sleep thru the night, if you wake him up for milk, it might disrupt his sleep n he might cont to wake for milk every night! im sure thats not what you want.