You could try and remove the seed bowls after they had their "breakfast" if you normally have the bowls in for the whole day with seed, just add the bowls again with pellets that way you will find out soon enough if they see it as food, they will not starve from you trying this, for half a day.
Also, if your birds will eat seeds from your hand, hold a little amount of seeds and pellets and see if thy only go for the seeds.
Or, you can simply add some extra bowls with pellets around the cage and se if they go there to eat
Either way, do not get to hung up on having to remove the seed from their diet.
If I were you, I would start by offering some more fresh vegetables and maybe sprout some of the seed instead, as I am sure they will get the point of pellets also being food eventually, just keep adding them to their diet
From my own experience, I tried the conversion from seed to pellets through going from more seeds and less pellets in the same bowl to more pellets and less seeds, but that was not a success, now I just have some small bowls placed around the cage with pellets, and what do you know, all my birds will now visit those bowls and eat some pellets a couple of times every day.
Just my 2c
Edit: also, how big are the pellets, it might simply be a question of them being to big?
I started out with the Zupreem fruity ones in the "budgie size" but it was not until I tried the "Canary size(very small)" they started eating them.