You've asked about the TV show but the books have more and better examples of Miller's use of the "doors and corners" phrase so the books are more illuminating.
Miller does not use the phrase "doors and corners" until the third book, Abaddon's Gate, at which point Miller is The Investigator. The first use of the phrase is:
“Doors and corners,” Miller said. His voice was soft and rough. “I
tell you check your doors and corners, and you blow into the middle of
the room with your dick hanging out. Lucky sonofabitch. Give you this,
though, you’re consistent.”
Abaddon's Gate, p. 174
He gives a better explanation of what he means later:
“You don’t know what’s in here. Doors and corners. Never walk into a
crime scene until you know there’s not someone there waiting to put
you down. You’ve got to clear the room first..."
Abaddon's Gate, p. 235
Holden still didn't completely understand the meaning by that point, as he later complains to himself that Miller wasn't explicit enough:
Doors and corners, Miller had warned him. The places where you got killed if you weren’t paying attention. Where the ambushes happened.
Could have been a little more explicit, Holden thought, and then imagined Miller shrugging apologetically and bursting into a cloud of
Abaddon's Gate, p. 410
Without unnecessarily revealing spoilers, all these warnings are given in the context of humans trying to learn about the protomolecule's creators. The warnings are for Holden specifically as well as the entire human species:
“I keep warning you. Doors and corners, kid. That’s where they get
you. Humans are too fucking stupid to listen. Well, you’ll learn your
lessons soon enough, and it’s not my job to nursemaid the species
through the next steps.”
Abaddon's Gate, p. 520
Holden starts to use the phrase after interacting with The Investigator, and as he and the rest of humanity learn more about the protomolecule's creators (their history, their creations, etc.).
It's also worth noting that Miller's Star Helix partner Dimitri Havelock uses the phrase in the context of police action training after Miller became The Investigator. Havelock did not interact with Miller as The Investigator so evidently Miller taught it to him while the two worked for Star Helix. Havelock's explanation of the phrase is very similar to Miller's:
"We have a natural tendency to see an empty space and think it’s safe.
Doors and corners are always dangerous, because you’re moving into
something without being sure what’s there. By the time you see the
enemy, you’re exposed to them.”
Cibola Burn, p. 192