Keep in my mind that as prey animals, budgies in general are quite neophobic.
Anything new will initially be avoided, then ignored, then once they’ve concluded that this ‘new thing’ has been hanging around for a while and hasn’t done anything to concern them, THEN they will start to become curious and slowly investigate.
This can be a new toy, a new food and you may also see this distrusting reaction when their new perch arrives.
If you’ve just put millet in their cage today, then you cannot yet conclude that they don’t like it. Just leave a section in the cage with them and they’ll eventually investigate. When they do, most budgies love it.
Budgies really teach us patience. They refuse to be rushed.
For every goal you have for them, think of how you can break it down into baby steps.
Have a read through this article:
Fear & Neophobic Parrots