There are multiple "good" was to convert a bird. What I did with my cockatiel, lovebird, and parakeets was mix the pellets with seed. They will mostly pick the seeds out but will occasionally eat a pellet. As they eat the seed it becomes less and less and they will have eaten a couple of pellets, so they will eat more of them because it is the only thing left in the bowl. You have to be careful when doing this and make sure they don't suddenly loose weight because they are refusing to eat the pellets period.
The other method is removing all seed from the cage in the morning and putting pellets in the bowls instead. You can do this method for 24 hours and then you need to feed them. They will be hungry and search for food and find the pellets and try them.