Have you determined that you do want them on an all-pellet no-seed diet, or are you looking for advice about that?
Regarding seed vs pellets, I have read and heard opinions both ways, that all-pellet is best, and also that seedmix with some pellets is best. (I have also read that budgies are more adapted for more seed-eating than some other parrots.) I don't know which is true.
I was never able to convert my petstore budgies to pellets, but, I found they will eat them as a separate item along with their seeds. Also I get a good-quality seedmix that includes both pellets and seeds. I give tropical nutriberries to my Sun Conure, which are treats / food that include pellets, seeds, and nutrients, and all my budgies love to eat the leftover nutriberry crumbles.
You should always give your budgies access to green veggies, whether as chop or just as veggies clipped to cage or on a plate, like edible chew toys, daily.
For myself, originally my budgies would Not eat pellets at all. Eventually I convinced them to eat Some pellets. So I simply make sure to use a good quality seedmix, - I currently use Higgins Sunburst - and supply vegetables, and make pellets & nutriberry crumbles available.
The main, biggest concern with seeds-only, is lack of sufficient nutrients.
However the main biggest concern with pellet-conversion, is starvation. Originally, my budgies simply refused pellets for months. Jefferson-Budgie was amusingly clear to me about the refusal-- but!!-- it is not-unheard-of for budgies to pretend-eat until they starve to death. SO if you are indeed choosing to convert to pellets-only, please carefully examine the dish (and the cage floor below for discards! My Calliope-budgie will go into Sunny's cage and empty Sunny's pellet dish onto the cagefloor, pellet by individual pellet!), and make sure the pellets are actually being eaten.
