Oat groats and canary grass seed, fresh chopped leaf vegetables and broccoli tops, bits of apple or grapes if they like it, chopped pieces of cooked eggs are all excellent variety to add to a budgie's diet.
The first vegetable my guys tried (and loved) was sweet corn kernels sprinkled with a teeny bit of garlic powder (NOT salt).
Budgies seem to love "spicy" tastes.
My guys adore fresh basil, cilantro and chickweed.
They also like zucchini and red pepper.