Hi Glenna and
to the forums!
Are you sure he was eating pellets when you got him? To me, his behaviour of eating millet and seed obsessively points to the fact that he must have been eating the bare minimum of pellets.
Either way, the fact that you switched his diet to one he liked more probably added to his change in mood. It does sound like he's moulting (perhaps his very first moult?) so that is the other factor that can have an impact on your relationship.
To me, it sounds like he started to see you as a provider of tasty seed rather than being tame because he wanted to be with you. Now that he has that seed, he's less willing to leave his cage.
You're off to a good start with the perches outside of his cage--that will give him a place to sit comfortably when he's in the mood to come out. Many budgies tend to be antisocial and less active during their moult, so that could be why he suddenly stopped coming out, in addition to the diet change. Now that he's comfortable and happy inside his cage (i.e with plenty of seed) then he is not looking to leave at all
I reckon you'll have to start from the beginning, just to see where he's at with taming. During his moult, give him some space to figure things out, but you should talk to him lots, sit with him and read, etc. and see how he reacts. You can progress to review finger taming, then stepping up, etc. Eventually you should gradually get him on a more balanced diet--Nurtiberries really should be used just as a treat, as they are high in sugar, and a seed-based diet isn't overly healthy. Budgies should have both pellets and seeds, as well as daily vegetables. I would say the first thing would be to get him to see pellets more kindly.
Some recommended brands include ZuPreem Fruitblend, Canary sized (yes, it has colouring in it, but budgies who never want to try normal pellets often enjoy these more), Harrison's, and Roudybush.
The conversion to a new diet should be gradual, so when you do start to get him used to eating pellets, be sure to do it gradually or he may revert to the hungry budgie he was before, where he'd do anything just to get some seed.
I hope this helps, I wish you the best of luck!
While you're around the forums, be sure to read through the "stickies" (threads "stuck" to the top of each subforum for easy reference) and Budgie Articles as they will have some valuable information to help you with your little one. If you have any questions after reading through anything, be sure to ask as we'd love to help!
Hope to see you around and keep us posted on how things go!