PSG, who have lifted the trophy in six of the past seven years, swept aside their fifth-tier amateur opposition Feignies Aulnoye in Valenciennes 3-0.
Earlier, down at the Velodrome, Cannet-Rocheville took a surprise lead but were reduced to 10 men before half-time as Milik levelled from the penalty spot.
Milik struck again on 57 minutes and completed his treble in stoppage time after Luis Henrique added a third for Marseille, who were dumped out by fourth-division opponents in last season's competition.