Hello and CONGRATULATIONS on your new conure!
To answer your question: I may go against the grain here...but I keep some sort of food in front of my birds at all times. I feed a varied diet of zupreem natural pellets, healthy selects seed/veggie diet that is in a silage style feeder and every single day I offer some sort of fruit/veggie/beans/rice/pasta etc (just what ever I have on hand) whether it be raw or cooked or a combination there of in their "Special treats" dish.
Both my conures love their chunks of grapes, apple, broccoli, corn on the cob, cauliflower, carrot etc...I give them to them big enough that they can pick up and hold to eat...as my conures, as most all conures I suppose - absolutely enjoy holding, playing with and eating larger chunks.
So in short, my guys are offered their pellet/seed 24/7 and of course fresh water and daily offered something fresh - raw or cooked.
Even if your new guy isn't keen on trying new foods, keep offering them in different ways...could be he doesn't like a chunk of apple or carrot, but will like it if it's thinly sliced, or small cubes.
Also, sharing a mealtime with your conure is a great way to entice them to try new foods...as long as you are eating something safe for your bird of course.
You can also try soaking some pellets in 100% apple or grape juice or even just plain ole water to entice him to try them. It works for some.
Good Luck and keep us all posted.
Toni