I'm glad you're trying to get your budgies to eat a more healthy, varied diet!
To answer your question, you can serve pellets either on the side or mixed with the seeds. Technically, there is no right way, but I prefer the pellets to be separated from the seed once they know to eat them.
However, budgies will not instantly recognise pellets as food, and so it's important to try to introduce them one of two ways:
1. You can mix pellets with their seed and slowly (over a period of weeks) reduce the amount of seed you give and increase the amount of pellets in their bowl. It's important to go slowly because if not, the budgies will have a harder time adjusting to the change. The catch is after you've reached the point where there are more seeds than pellets, they will start picking out the seeds and ignoring the pellets. For that day, you can't give them any more seed until the next day to see if that drives them to eat the pellets. That's what worked for my girl, she realised she was supposed to eat the pellets on the first day there weren't seeds in her bowl anymore. As long as you're making sure to give a small ration of seeds in the morning every day along with the pellets, your budgie won't starve.
2. However, some budgies are extremely stubborn, and this doesn't work with them. If that's the case, you may as well offer the pellets separately, or you can crush them and sprinkle the pellets on their food so they acquire the taste. If you offer the pellets in a different bowl, you can put some millet seeds on top to get them to investigate, or just leave them there so that after they each finish their 1-2 teaspoons of seed per day (the recommended amount for one budgie) they figure they should munch on pellets. Having both seed and pellets in the same bowl helps for them to identify the pellets as food.
Although it will take patience, it's definitely worth it. Budgies need a balanced, varied diet.
A great starter pellet is ZuPreem Fruitblend--be sure to get the XS canary size, which is the same as the budgie size just smaller and easier to eat.
As for the vegetables, offer those every day. Fruits, because they are high in sugar, should only be offered once a week as a treat.
To get them to try veggies, vary the presentation and type of vegetables--for example shredded carrot, chopped carrot, slivered carrots--although all of them are carrot, they may be interested in one type. Similarly, different veggies pique their interest. Wet parsley hung to the cage can entice them to explore it, and most budgies love dark leafy greens like romaine lettuce, kale, spinach, and herbs like parsley, cilantro, and basil.
You can find more information about good veggies for budgies and other food related articles and stickies in the Budgie Nutrition and Diet section of the forums!
Best of luck!