Rotor play
 

I noticed the other day when I took my wheel off that when you tap the brake rotor it moves sligtly.

When I grasp the rotor with both hands either side and pull and push i notice that there is a tiny little bit of play (mabe a few mill), should this be allowed or is there something wrong.

Thanks

The rotor is held in place by your wheel, so if only the rotor moves slightly & not the hub,...
 

you're probably OK. To check the hub, re-install the wheel and try twisting the wheel from front-to-back and top-to-bottom. If your wheel bearing is worn excessively, you should feel a lot of play and possible a rough rotation when you slowly rotate the wheel. A bad bearing can also be heard when you drive and turn the car into the potentially bad bearing and load it (i.e., left turn for right side, right turn for left side).