Returning to Australia in January 1934, Mills established the Anglecyn Church of Odin. He told an undercover agent the following year that this 'religion' was a front which allowed him to pursue his dedication to fascism without fear of prosecution. In 1935, he also founded a group called the 'British Australian Racial Body'. He established two short-lived newspapers, the "National Socialist" and "The Angle", as vehicles through which to espouse his racist, pseudo-religious and political views. At this time he maintained correspondence with officials of the British Union of Fascists. During wartime investigations into his views during the 1930s, it was established that he owned an autographed photograph of Julius Streicher, publisher of Der Stürmer. In 1941, he became associated with the anti-War, pro-Isolationist Australia First Movement and contributed to its newspaper "The Publicist", which, before 1939, had described itself as being "for national socialism" and "for Aryanism; against semitism", and which was the mouthpiece for W. J. Miles, a leading member of the Rationalist Society.