I put Mallorn on ZuPreem fruity and she's been doing great for almost two months.
First of all: Did you open it yet?
If not, (this is just a suggestion), I would return it and buy the canary size. Although it's "for canaries", it's the exact same thing (I compared the ingredients list) just in a more manageable size.
Since the canary one is similar to seed size, Mallorn tried it more easily.
If you have already opened it, I would crush some up a little bit like Deb suggested and sprinkle it over their seeds.
Weaning budgies onto pellets can take forever and be extremely frustrating. The best way is to do it in ratios: Every time I changed her food, I added in a few more pellets, then a few more, then a few more (about a teaspoon more every two days) and after a week, she was at about 25-30% pellets to 70-75% seeds. At this point, she only ate the seeds, and then begged for more food because she wasn't feelin' it with the pellets.
At this point, I did not give in to the Princesses' demands. She was NOT going to get any more food until it was time for more food, that was that.
This seems kind of dramatic, but that was the only way she learned to eat pellets, and now she loves them!
Eventually, I increased the pellets until they were 50-50 with the seeds, which annoyed her, until she finished the seeds and was inclined to take a nibble.
She's loved them since, and I kept her on only pellets for about 3 weeks-1 month to make sure she realized that she was going to be eating those a lot more now.
These days, I mix her seed mix and her pellets in a ratio of about 1 part seeds to 4-5 parts of pellets, and she's doing great
Hope this works for your little one, glad you're going to try pellets as an all-seed diet can sometimes cause the budgie to be overweight.
Oh, and the good thing about ZuPreem Fruity is that you can tell when they've started eating it, as their poop will change colors!