You can try to do it at a train station in Germany or Switzerland. As from now availability is no problem. If it sells out take alternatively a domestic train to Brig, change there to regional train to Domodossola and from there you can take another regional to Milano.

@Leo van Lierop  please note that the trains are currently often delayed by 30mins due the strict Italian Entry control @MartinM  gave you a great reservation free option :) 
Montreux - Brig
Brig - Domodossola
Domodossola - Milan :)

With this option it is also much less likely that you will waste a lot of time on control. 
Cross-border regional trains are mostly empty except on Saturday (market day in Domodossola).

Thanks for the suggestions! And there's only little chance of control in a regional train?

And does it work if I pick regional trains towards Domodossola and do the final part with the EC to Milan?

That makes not much sense… because you will still have to pay the reservation fee of 11 (?) euro…. 
Better to take the regional train from Domodossola to Milano.