How to put a flighted bird back to cage?

I have a question for flighted birds owners. The first thing I like to do in the morning is to let all my buddies out to fly around and chirp happily. But then there is a problem when I have to leave the house and put the budgies and lovebird back to the cage. I let them step up and take to the cage, but as soon as they realize I'm going to cage them they just fly off and refuse to go to the cage! Like dogs who don't wanna go home form the walk. I have two cage free parrots (my tiel and gcc) and therefore there are always food and water dishes outside and other birds can eat from the too. It has been pretty frustrating for me, so now I only let them out later in afternoon so they naturally want go to cage at night. Coco is especially upset - she would scream angrily at me for not letting her out in the morning, but she cannot be left unsupervised.
Did you have the problem not being able to get your birds back to the cage? How did you solve it? They obviously like it more outside since they fly around like crazy and have a huge play station from the top of their cage to the ceiling (height is another reason they became so disobedient, I know, but there is no room for it anywhere else). But seriously, how can you get them to their cage? When I start walking after them they think it's a chasing game and happily fly away from me! It's funny, but only when you are not in a hurry to go somewhere.

All my birds are flighted, and I commend you for allowing them their innate freedom, though there can be circumstances that dictate otherwise.

The birds that are required to spend some time in their cages generally don't resist except for a minute or two of mock-escapism before they perch on my hand. A treat is always given in the form of either food or in most cases a bit of cuddling and a kiss!

One big exception is my wild-caught female Goffin. She is absolutely trustworthy out of the cage but chases her first-born offspring, so a bit of rotation is required. I have taught her body-gesturing; my left arm is positioned horizontally and pointed toward her cage while my head alternately shifts between her and the cage. There is no doubt she understands this, and after 30 seconds or so will fly into the cage. Sometimes I have to raise both arms to "catch" her from a high point - she will either acquiesce and head for the cage or fly elsewhere. The process has to be repeated no more than 2 or 3 times. On occasion a hiss or head-bob telegraphs her displeasure, but given her history she is an awesome and really sweet bird. (she occupies the same room as her other two offspring and gets along very well with them, a Citron, Moluccan, and TAG)

Alice is trained so that when I put her down on the cage and ask her to go in, she does it - she gets a special jackpot treat for doing so, but I never have to push her. If she really doesn't want to be in her cage she'll throw a tantrum the second I close the door, throwing the reward on the floor, screaming and flapping, but for some reason it never occurs to her not to go into the cage beforehand. The tantrum burns out in a few seconds so I think it's more putting her displeasure on record than a serious attempt at getting me to let her out again. In any case, as far getting her in there in the first place bit was an easy thing to teach, even for us!

It's probably easier with bigger birds… I really cannot command the budgies They became very independent and arrogant since they learned to fly. And man, they fly fast! They would just perch on my finger for a moment and fly off, or wouldn't step up at all. Coco is somewhat more cooperative.

I trained Shiko to fly to "his" perch - on the cage doors that swing open, both of my birds have their own perch. I actually used this bird to flight recall train them every time, and after they understood the basics of flight recall I trained them to "go to your perch". Whenever I say that command and point to the perch, they eagerly fly over to get a treat. Once they get a treat, their mouths and beaks are full so I simply close the door and vocally reward them as well. I've never had a problem with putting them in their cages even though both my birds are fully flighted.

Perhaps try using targeting to a perch inside the cage and reward them for that? I had to do that with two very cage aggressive birds I watched over for a week. They weren't target trained, but loved treats, and once they made that association getting them inside was easy. Food is a great motivators sometimes