Yes, please DO NOT eliminate their pellets and/or their seeds!!!! First of all, parrots in the wild DO EAT plenty of different "pulses" and do not simply eat veggies and fruit. They eat all different types of seeds, grains, nuts, grasses, wheat, etc. Yes, wild parrots will definitely eat more pulses than a captive, pet parrot will, but that also goes for the veggies and fruit, wild parrots eat far more of everything than captive parrots do. That doesn't mean that captive parrots don't need the pulses.
Secondly, feeding a daily diet of only veggies and fruit will not provide the protein, the vitamins, the minerals, the amino acids, etc. that the pellets and seeds provide. Pellets don't exist in the wild, however they are formulated to replace all of the different pulses that they eat in the wild. There is no amount of fresh veggies and fruit that can provide your parrots with the necessary nutrition that they get ONLY from pulses, i.e. the pellets and/or seeds in captivity. And I would bet everything I own that if you did eliminate the pellets/seeds from your parrot's diets and only fed the veggies and fruit, and you weighed them every day, you'd see a drop in their weight, which indicates that their are also starting to suffer at least some nutritional deficiencies, if not great ones.
Also, something that no one ever thinks about is the fact that a bird's body is designed to eat, digest, process, and use seeds and the nutritional constituents that they provide. I'm one who feeds a natural pellet as the main staple yet still supplements with a small amount of a healthy, low-fat, non-nut, sunflower seed, or corn seed-mix, as it benefits not only their GI Tract health, but also their mental/psychological health. And whether you feed only pellets as their staple or pellets and a healthy, low-fat seed mix, your birds need to eat one or the other, or both, to sustain their overall physical and mental health. Period.
***And as Scott wisely pointed out, the fact that there are any pellets floating in their water dishes every day indicates that they ARE eating the pellets! Otherwise those pellets wouldn't be in their water in the first-place. This is called "pellet-soup" and it's something that most-all parrots do with their pellets while they're eating them...So don't for a second think that your birds aren't and haven't been eating their Harrison's pellets this entire time, because they have. Please don't take them away from them, as this is only going to create both physical and mental health issues that they don't currently have.