Based on a recommendation from Dr Jason Crean, I checked out Top's Parrot Foods at https://topsparrotfood.com/
They recently started selling mini pellets which fit the budgie beak (though they're still pretty big compared to, say, Zupreem). Unlike most other pellets they are cold pressed raw food, with no corn, sugar or other filler. You can find the ingredient list on the FAQ page at https://topsparrotfood.com/pages/faq
I've found that my birds will actually eat them! I'm now providing them with some Top's pellets, and then a few Zupreem Natural pellets on top. They like the Zupreem more, but they do eat the Top's pellets as well.
This new low fat low sugar diet has made a big difference to Luna, our chonky hen. She had been getting so overweight that she had trouble gaining altitude, but a couple of weeks after introducing the new pellets she was noticeably more active, and before too long she dropped a bunch of weight and was able to fly around happily with the rest of the flock.
So, I'd say they're worth checking out, if you have birds that will eat pellets. Shipping is unfortunately expensive for a small test bag, but once I discovered they worked for my birds I ordered two big bags which makes the shipping more reasonable.