Just looking back on notes from a recent plant pathology course we did at work I found the following on powdery mildew info:
Dry conditions help the dispersion of the spores;
Sporulation and germination need high humidity;
2 hours of high humidity can be enough for spore germination
Wetting the leaves can inhibit spore germination
So watering late in the day can exacerbate the problem by giving the fungus that window of high humidity overnight for the spores to germinate; during the day the spores will disperse in the dry atmosphere.
From experience I know that professional organic cucumber growers use potassium bicarbonate sprays to successfully cure powdery mildew on cucumber. It is a 'commodity substance' so falls outside legislation covering plant protection products.
Preventative spays of compost teas as John mentions, or plant extracts work if applied regularly to plants before the mildew starts but are unlikely to cure an existing infection (fennel oil sprayed weekly does definitely work - I know growers in Belgium and NL who get really good control spraying it weekly all through the spring and summer). Mineral (paraffinic) oils also work but I think these are for professional use rather than amateur.
Another thing to bear in mind is that some varieties are more tolerant than others, so look for 'mildew-resistant' varieties when choosing seed.
With your picture of the milk spray, I would say make your droplets much smaller if possible so you cover the entire leaf with a fine spray.
Hope that's of some help/interest!