Sam
I fly an Aztec which has the same problem. I suggest you take my first comment (get a set of conversion tables) and using those a) convert the pressure to set on the subscale; and b) REMEMBER what pressure in mbs you're on should you need feel the need to say it to ATC.
Bear in mind the latter isn't necessary as ATC don't want to know what pressure you're on, as they're going to give you a pressure to fly on anyway (and which you will readback when given - even my short term memory copes with that). The only time you volunteer a pressure is when you've got it from an ATIS and you check in with ATIS code and QNH - which you will have in millibars anyway.