I dug up alot of red looking centipedes/millipedes in the garden and wondering if sunfish eat them for bait. 

Sunfish eat anything moving that will fit in their mouth. Watch for fertilizer or other chemicals though. 

They will eat most of them, but some species have toxins and chemicals that make them unappealing to things trying to eat them, try it and see. Those pill bug things work great, as kids we used to string 2 or 3 on a hook, and filled buckets with panfish, specially white perch.

Most millipedes are poisonous or taste bad.

I tried to feed some of those small reddish ones to a toad once.

It would grab them in its mouth but then quickly spit them back out. I then noticed that the millipedes had a foul odor coming from them. That's probably why the toad spit them back out immediately.

I used some large, brown millipedes for bait for bluegill once when I was a kid and they worked really well. They were probably 2-3 inches long and 1/4" thick. 

Just be careful if you pick them up - some of them (especially millipedes) can give you a nasty bite