Download the new ROM by Xiaomi.eu for your device (from SourceForge or AndroidFileHost) and install it in TWRP. Then wipe Dalvik/Cache after ROM installation and that's all.
EDIT: You can also use the Updater from the phone's settings ("My Device" => Tap on the "MIUI Version" tile) to search / download / install a ROM update. (TWRP still required for installing a ROM update)
The first boot after installating a ROM update is longer (10~15 minutes) and that's normal.