It's great you've decided to switch them onto pellets! The best way to do this is to introduce them gradually, to avoid upsetting their stomachs.
I like to do it in ratios: Every time you change their food, add in a few more pellets, then a few more, then a few more (about a teaspoon more every two days) and after a week, the ratio should be at about 25-30% pellets to 70-75% seeds. At this point, they usually only eat the seeds, and then beg for more seeds, ignoring the pellets.
At this point, do not give in to their begging for more seeds. Most birds will only begin to eat pellets after there's no other option.
This seems kind of dramatic, but that was the only way my little girl learned to eat pellets, and now she loves them!
Eventually, increase the pellets until they are 50-50 with the seeds, and finally mostly pellets, then cut out seeds entirely. Budgies can go for 2 days without food, so don't worry if they don't eat. They're usually inclined to take a nibble during this time!
After a few days or so with just pellets, you can add seeds back in.
My little girl eats ZuPreem Fruitblend. Although it has added colours, it is often the most appealing to seed eaters, and still has all the nutrients and vitamins. Get the XS Canary size because it's easier for budgies to eat. Added bonus: you know when they've started eating them because their poop changes colours
Other good brands are Harrison's and Roudybush
Keep us posted, hope it works out!