I think of Mi-Gos as being fairly similar to Nightgaunts, so I'd probably make them level 2 (Allies). For our Pulp Horror setting we allow Mythos characters to take extra abilities.
Shock - Mi-Go's look freaky but will only shock lower level enemies.
Winged - They have wings and can fly, but I see them as being fairly clumsy in Earth atmosphere (see Reanimated).
Reanimated - I think they are clumsy and slow, but capable of burst of speed. Reanimated can also represent their strange bodies.
Psi? - Personally, I'd never thought of them having psionics, but I may have missed something. I'd just call this their Shoot skill.
Cunning - They are supposed to be smart, so I'd put an extra die in Cunning.
So it could look something like this....
Mi-Go (level 2) - shocking, winged, cunning, and reanimated.
Health = D6
Brawl = 2d6
Shoot = 1d6
Dodge = n/a
Might = 1d6
Finesse = 1d6
Cunning = 2d6