You've made excellent progress of these two, however, depending
on how much time they have been with other birds, their age and
the fact that they are together, it's possible that they're just happy how things are. Budgies will typically prefer another budgie, all things considered. Keep doing what you're doing, but I think it's
that they prefer you as providing food but not necessarily as a companion friend like you're hoping for. As others have suggested
separating them in separate room, would increase their interest in bonding with you and then introducing them back together to see how this goes. The fact that they are relatively calm around
you and take millet are good signs, but a beginning. You can't force a bird to be your friend. They will do what they choose to do.