My Pearl isn't too keen on her blanket either - when I pick it up to put it on the cage you can see the little face looking down at it not very pleased and when I put it over the cage she'll snap at it through the bars and give it a bite, I think it's actually got a few holes in it for this reason! Almost like children who don't want to go to bed! So you can rest assured it's not just your budgies who do this :-)
Amanda and Pearl
Mickey, Bob, Bert, Percy, Princess and Poppy - always in my heart
Hahahaha yes!!! Merlin does this! She can be snoozing away in her cage and when I get ready to go up to bed and put her cover on she makes her angry noise and starts bashing the hell out of all her toys and biting at the cage. She WANTS to sleep so God knows why she does this. Makes me laugh though!