One of the ways I got my current budgie and all my past ones to accept veggies was to make birdy bread. I start mine with a corn bread base, add the shell (crushed) from the egg, scrape some cuttlebone into it, add some seed (for familiarity), pellets, then grated/chopped veggies, greens, fruits, nuts... Basically the kitchen sink LOL Bake it like you would cornbread. Cut into serving size portions and freeze for easy meals later.
You might see if you can get a product like the one I posted Here: https://talkbudgies.com/diet-nutritio...treat-mix.html
- a cooking mix. There are lots of others brands, just looks for good ingredients, no preservatives or additives.
I've also mashed seed into a banana and once they got the taste I cut back on the seed and added new things and they were more willing to try them.
If they're tame, try eating with them- my current boy will taste new things if he is on me when I'm eating it. He's very much a social eater LOL
Many times, if you can get them to try one new food, you can slip new ones into them and they will accept them more easily.
Good luck! They can be a bit suspicious