I've got a Mi 11 Ultra (star) and just updated from V13.0.13.0 stable to V14.0.6.0 stable and it all worked without issues. Note bootloader needs to be unlocked first. Below is what I did.
1.Download latest version of TWRP
https://sourceforge.net/projects/recovery-for-xiaomi-devices/files/star/ e.g. twrp-3.7.0_12-v7.0_A13-star-skkk.img
Copy downloaded img file into the install location of TWRP e.g. C:\Program Files (x86)\Minimal ADB and Fastboot. I also renamed the downloaded file to twrp.img
2.Download latest version of ROM and transfer to phone Mi11 Ultra is star
OFFICIAL mirror of MIUI Multilang ROM by https://xiaomi.eu/
sourceforge.net
3.Switch phone off and boot into recovery, connect phone via usb cable and then browse to C:\Program Files (x86)\Minimal ADB and Fastboot
4.Run cmd-here.exe as admin.
5.#fastboot devices (confirm device is visible)
6.#fastboot.exe boot twrp.img (boots into recovery image)
7.Enter your device pin number to decrypt it
8.Hit install, select ROM.zip file and slide button to the right to start installation.
9.Wipe dalvik cache and reboot.