You will find many different tips with regard to presenting vegetables and encouraging your budgies to try new foods in the Diet and Nutrition section of the forum.
The first vegetable which my budgies that had not been weaned to vegetables tried (and loved) was sweet corn kernels sprinkled with a teeny bit of garlic powder (NOT salt).
Budgies seem to love "spicy" tastes.
They also adore fresh basil, cilantro, dill, chickweed, zucchini and red pepper.
When I introduced pellets to my budgie, my Avian Vet recommended using Harrison's High Potency Mash and sprinkling it on the budgie's seed mix every day.
This way, when the budgie hulls the seed it tastes[the pellet mash and ingests bits of it as well.
This helps the budgie identify the taste as a food source.
It worked for my all of budgies and lovebirds
Many members seem to find the easiest pellets to use for introducing pellets to their budgies to be the CANARY sized (XS) Zupreem fruity pellets.
Most budgies like the taste and the "Canary" sized pellets are tiny enough for them to easily eat them.
Once budgies become accustomed to the Fruity Pellets, introducing the smallest "natural" pellets is then an easy step.
Other than when I was using the Harrison's mash, I've never mixed my birds' pellets and seed together. My birds have Zupreem Fruity Pellets, RoudyBush Mini Natural Pellets, Dried Herb Salad and Miracle Meal available at all times.
Their seed is rationed to approximately 1 ½ to 2 teaspoons of seed per budgie each day.
I give them seed first thing in the morning right after putting clean packing paper on the bottom grate of the cages.
I sprinkle their morning ration on the paper so they can forage for the seeds.
I then do the same thing in the evenings (after replacing the soiled paper with clean) and again allow them to forage for their seed.