You obviously have more control by selling the birds yourself.
Ask yourself - If a shopper went into the store, as a first time budgie owner to be, and asked for advice on budgie care, housing & diet, would you be confident that the store would give answers that you'd be happy with? Does the store sell tiny cages, sandpaper perch covers etc?
If you're easily managing to sell the birds yourself then I'd keep doing so, as the opportunity you have to educate new owners, is so valuable, (that said, it's true that many owners will slacken from initial good intentions, some will even outright lie just to get the bird. Other than offering to take the bird back, there's nothing you can do about this, but at least you can rest assured that you have done your part in providing good information).
If you sometimes struggle to find new homes for your birds, then maybe you could agree with the shop, that they always give your information leaflet out to buyers.
A better option may be to simply advertise in the shop. The shop would likely still get sales from housing, accessories, foods etc, but you could get to meet, vet & educate the potential owners.