Ellington stroked home his 23rd goal of the season from the penalty spot and then set up Roberts who now has 17 for the campaign.
And with nine games to go, there's every chance they could reach the 50-goal target set by boss Paul Jewell.
Assistant manager Chris Hutchings said: "They have got 40 goals between them which is a fantastic return.
"We ask a lot of them in terms of both their goalscoring and their work for the team.
"You would expect any team who has a strike force with 40 goals to be at the top of the league and that's where we are at the moment.
"It's a big team effort so praise must also go to the rest of the team for keeping a clean sheet against Millwall.
"If we keep a clean sheet, we always have a chance of winning with our two strikers up front."
Top scorer Ellington equalled a club record by scoring for a sixth successive game on Saturday despite being below-par due to a shoulder injury.
Hutchings said: "Duke has a dicky shoulder, we all know that, but we'll have to see how it goes until the end of the season.
"The most important thing is to keep him out there every week and it remains to be seen if anything needs to be done after that.
"At the moment, he is fit enough to go out and play for us and the injury is no more of a concern now then it was before.
"He takes a few knocks on the shoulder in games and it can become a bit loose but he gets on the weights which tightens it back up.
"The other week he was off for five or six days with illness and didn't get to do a lot of strengthening work, and maybe that had something to do with it flaring up again.
"He wore a harness again on Saturday which stabilises the shoulder and protects him a bit more."
The deadlock against Millwall was not broken until Ellington's 58th-minute penalty after Gary Teale had been fouled.
Roberts wrapped up the points seven minutes from time to keep Latics top of the table ahead of Sunderland and Ipswich who both won.
Hutchings said: "In the first half, we had one shot and one corner which probably summed up how we played.
"That was disappointing in view of the strikers and midfielders we had on show.
"We had a quiet word – so to speak – at half-time to gee the lads up because we felt if we upped the tempo and played more in Millwall's half, we would improve.
"Until then we had been playing too much football in our own half and we hadn't got at them enough.
"We got the penalty at the right time when their lad had a lunge at Tealely and the Duke was a bit of a cool dude converting it."
Latics visit Brighton tomorrow night and Hutchings added: "It seems it is a three-horse race now as the other teams are running out of games now.
"The top three all won on Saturday and no one is breaking away, so it's vital we get a result at Brighton.
"That will be tough because Brighton lost at the weekend and they'll be looking to respond to that.
"We must prepare properly for the game and produce a performance which gets us the three points."