The correct spelling is mig. The only time I have seen people write mej is in very informal texts, for example in text messages or chat rooms (but a lot of people also use mig there). It is probably best to just use mig all the time, since this is the only officially correct spelling. The same goes for dig and dej.

*Mig* is the proper way of spelling of the word. *Mej* is how the word should be pronounced! Do you get it? :)