You don't have to wet it, I just know that some owners do. Of those that do, some make quite a stiff paste, others quite a sloppy slurry, just whatever the bird prefers.
Sorry, I didn't realise from your post that you're not sure that they're actually eating any of it.
You could try adding some water to it and see if they prefer that.
You could decide to buy the pellets (superfine) instead next time, and could always crush them into a powder, like the mash, if you decide you prefer that (I initially crushed them and sprinkled over seed to help accustom my birds to the taste).
If you're wanting to separate the pellets from the seeds in order to judge if any are being eaten, then I'd try to make the pellets more appealing by placing them higher in the cage beside a favourite perch, and placing the seeds near the bottom of the cage (outside the poop drop zone).
Alternatively, you could look at the Harrison's birdie bread and consider that approach.
Some birds take a loooong time to accept pellets, so don't be disheartened.
Remember that the more quantity and varied a selection of safe veg (& occasional fruit) your birds eat, then the need for pellets does not have quite as much importance as it would with a bird that only eats seed and not much else. So, take care to encourage them to eat a good variety of fresh foods too.
Best of luck