I guess I'll chime in here.
My budgies have been off and on Harrison's for the past two years, meaning: they have a mix and they like it that way and eat what they want from it. They now have a routine where they know what to expect and they like their food presented to them a certain way. They are pretty spoiled.
What you will find here from other members is that many have tried various different ways to introduce new food items, be it pellets to fruit to veggies to toys. It's trial and error...and sometimes with causation: *food dishes being thrown to the floor and showing their human the cage door*. We gotta love 'em!
Honestly, if a budgie has been weaned on seed then good luck changing them completely over. There are exceptions but I haven't heard one story yet where there has been complete changeover. A budgie weaned on pellets is more likely to still gravitate toward seed. What birdie wouldn't, I ask?!
Still, my story goes 2 years back when I started on Harrison's High Potency Super Fine to start them off. Then "I" went through a very short phase and thought I would give them Zupreems Regular pellets for budgies. They rejected that outright.
Then it was back to the HHPSF and now they get the Harrison's Adult Super Fine.
My budgies are very particular about how they receive their pellets. I crush them, not completely to a mash, but still with enough pellet consistency yet smaller again. They really don't like to eat the pellets completely as they are and prefer them smaller than that. Go figure.
I place their seed in a dish, then I add a nice heaping amount of crushed pellets and then their herb salad on top of that so that they have to forage around in their bowl to get to the seed. It works and I know they have to eat some to get to the other stuff.
My budgie Zucchini is going through another tough molt again and he just came out of a slump and is ravenous about the Harrison's. It's the first time I have seen him demand (yes, really
) and go for the crushed pellets and not much of the seed. Something in him just decided it was time to eat the healthier stuff. Now that he is back from point zero in his molt, his spirits and energy are back up and he's rotating between seed, pellets, and millet when given.
So, there are different ways to go about this, and maybe your budgie, once introduced with your other birds, may just convert over to pellets, but you will just have to see.