Power supply variations-

I don't think it will work if the non-recommended wall wart is rated lower; and you will probably short out the component if it is too high.

Are you sure it is millivolts and not milliamps? 800 millivolts is too low to operate most stuff.

Wall warts are rated for:

The amount of voltage they develop; this MUST be the same as the one that is replaced.

The maximum amount of current they can deliver; this must be equal to or greater than the original. Your device will try to draw a certain amount of current and the wall wart must be capable of delivering at least that much. If it can deliver more then that is probably better as it won't be working near it's capacity.

The connector must be the same. Some have the inside surface positive and some are negative. Get this reversed and smoke can develop.

If you are asking because you lost the original wall wart; they sell them at many different milliamps ratings at Radio Shack. For low power applications they have one that is switchable.

The connector is a separate item, so pick one with the right power, and then find a connector that matches. It just plugs in. The first one is no extra charge. They will charge you for more than one connector.