Hi, Fletcher! My little girl Mallorn (she doesn't like when I tell this story, she thinks she's a perfect princess) was also raised on seeds. She ate seeds for her entire life until a month and a half ago, when she finally started eating pellets. I was worried she was getting fatty liver disease based on her droppings and other symptoms, which is why many people who are unfamiliar with birds (or talk budgies, haha) often find their birds die quite soon, usually because they were constantly fed seeds.
Anyway, at first I thought my efforts were futile, but I bought a bag of ZuPreem Canary/Finch Fruit Blend pellets (bought the canary size because it was sized more like millet) and slowly, by mixing a little more into her food every week, she eventually started eating it. Now she loves them, and is at a healthy weight. Fruits and veggies will definitely help too, so good job on that!
Budgies can be very finicky, so just be sure to introduce as many new veggies as you can, so maybe he will take to one and just love it.
From experience, Mally likes anything green (romaine lettuce, kale, and broccoli) and usually like apple and carrot (no apple seeds or core, they're toxic)
I hope this helps, good luck with your little one