1
It looks from the data as if you do not need the numbers to be random, only unique.
A solution is to take the numbers from 1 to 1,000,000 but output them in base 29 using the allowed characters.
private static readonly char[] Values = {
'B', 'C', 'D', 'F', 'G', 'H', 'J', 'K', 'L', 'M', ...