They should not be anywhere near cooking fumes and do not cook with teflon pans, as the fumes from them can kill a bird very quickly, it causes internal bleeding in the lungs. Are you able to move them to a room away from the cooking and close the door? It is not safe to have budgies outside without supervision.
For the longest time, I was so afraid my two birds would spontaneously die if I so much as turned a flame on in the kitchen. Having lived with these two for almost 2 years now, I can reassure other budgie owners that "as long as you use common sense, your feathered friends will be fine".
Whenever I cook, I make sure there's adequate ventilation in the kitchen, the door is closed, and the door to my bird's room is closed. That's two layers of protection plus good ventilation. The chances of my two even getting a whiff of any fumes is low. On top of this, I always make sure to cook with proper flame, So just be smart in the kitchen and your flying chickens will be alright.
Once I'm done cooking, I usually leave the kitchen window cracked open for an hour or so just to get everything out.