You can now properly explore this area with the Levitation ball. So get out your ball and roll away from Milla towards one of the dock areas in the water, give a good jump and float over there. This dock is connected to the next nearest one with some overhead beams which has a Psi-Card on it.
From here go over to the dock that connects to the main land. Then jump out to the lone rock with a Psi-Card floating on it. Now if you've ranked up past 30 you should have another Psi-Ability waiting for you at Cruller's. To go retrieve it you can simply use your piece of bacon and tell him you "Need to regroup back at HQ" and he'll take you to his place.
If you've reached level 30 then you will now gain the Invisibility Merit badge! Go through the tutorial with Cruller to learn how to use this. When you're done jump in the UTS and head back to Nein's lab to finish off the Brain Tumbler.
Head in front of the Brain Tumbler and press 'Y' for a little scene, when you are in the astral plane you can now visit Milla's Dance Party along with Sasha's Shooting Gallery from here, but go into the Brain Tumbler Experiment so we can finish that off.