Hi there and
to the forums!
The fact that they perch on your finger is a very good sign as they clearly aren't afraid of you any more. Many budgies that live in a flock could care less about humans, even when lured with millet. It seems that you'v developed a pretty good relationship with your budgies considering their group situation.
Your budgies are all quite happy in their flock and it isn't that they don't like you, but in fact simply enjoy being in their "flock". Most budgies, when offered the choice between a human and another bird will choose the other bird. In cases where this isn't true, the owner would have already had a very close bond with the budgie at the time the other bird(s) were introduced.
Also, budgies are not "cuddly" birds. After the baby months, budgies prefer not to be touched or stroked. It is rare that a budgie continues to enjoy head scratches, petting, etc.
You should enjoy your budgies for who they are--happy little birds who delight in each other's company and bring you daily joy. Try not to focus on what you haven't achieved with them, and instead consider all that you've accomplished.
Giving birds away is not a good solution. To remove the flock members for selfish reasons will probably only make the remaining budgies more withdrawn and less apt to socialise.
For now, the best you can do is to continue working with them. It's best to work with budgies one-on-one so their attention is focused on you and not on any other birds in the room.
Be sure to do things patiently and always work at their pace. They may not be receptive at first. But slowly and surely, if you work to earn their trust and not simply to "tame" them, you can build a stronger bond.
Even just by spending some one-on-one time with each budgie reading to them or talking to them can help.
Be sure to check out the Taming and Bonding section for more tips. Although some of it is geared towards younger budgies, there is sure to be some valuable information among the stickies that you can use.
Taming and Bonding
It's great to have you on the forums and we'd love to meet your flock of four when you get a chance!
Hope to see you around and if you have any questions, please do ask as we'd love to help!