Many people seem to have luck with placing wet (edible) leaves in a bowl. Bubbles started his love affair with water by rolling in a wet patch of wheat grass. He also really likes a trickling stream of fresh water, in our hands in the sink. It's hard to read budgie body language- if they are "floofing " out their feathers when you mist them, it kind of looks like they are protecting themselves, but they are actually getting their feathers up to let the water penetrate! Also, we mist up above our bird and let the water gently float down, rather than squirting it right on him. Keep experimenting
You can also try a shallow dish with just a tiny bit of water in. Budgies don't need much. Sometimes, if the bird bath is enclosed they might not like it.
Mine use their out of the cage but I often give them wet lettuce in a dish a few times a week.
It's not necessary for your birds to bathe. just keep offering them a bath but if they don't want to use it, then there's no need for them to have a bath. It's not something that all budgies enjoy.
There are various things you can try.
You may also find they ignore the bath for a long time and then suddenly one will decide to try it and then they'll all like it!
I'd suggest you either put a shallow bowl with water in or on top the cage or get a Lix-it Bath to attach to the cage and provide them the option of bathing every few days.
You can also try placing a few fresh basil leaves or some lettuce leaves in the water. That may interest them in the bath.
Some budgies love to rub against or roll on wet leaves.
You can hang wet romaine lettuce or kale leaves in the cage or place them in a shallow dish in or on the cage to see if your budgies like them.
Some budgies enjoy being very lightly misted with room temperature water.
Do NOT squirt the water directly on the budgie.
Aim it up into the air and let the water mist settle down over the budgie gently.
You should be able to easily tell if he likes it or doesn't want any part of it.
Some budgies do enjoy playing under a light trickle of water in the sink.
Other budgies simply do not enjoy bathing which is fine as all budgies are cleaning and oiling their feathers when they preen.