The last few years peanuts have proven to be more dangerous with little to no benefit to parrots. Because it is not a true nut and is grown in the ground there is a risk of botulisms. Shelled peanuts can also have mold in them on occasion.
Better alternative to peanuts is pecans, walnuts, pine nuts, cashews, and other true nuts. Nuts still have a lot of fat in them though, they should only be a sometimes treat. I use nuts as a training treat(sliced into bite size pieces) or foraging treat only.
Sunflower seeds are also only a training treat in my opinion. I prefer safflower in the form of a nutri-berry. I put a nutri-berry in a foraging toy and watch Rosie figure out how to get it. My galah was on a sunflower x safflower seed diet(and unhealthy foods like jelly beans!) when I get her, it was killing her. She had a lot of problems, the biggest being organ failure. She was eating a food that should of made her overweight, but her body was no longer taking in the little nutrients offered and she was extremely skinny.
And do you have a recommendation on changing his food? Just do it or integrate it slowly?
Try to do so at your birds pace, you never want to starve them. Some birds are very stubborn when it comes to pellets but never give up. It took Rosie 6 months to be on pellets. Now she actually prefers pellets much more than seeds.
I gave her one bowl with 50% seed and 50% pellets, and a additional bowl with only pellets.
Some people feed 50% seed x 50% pellets in the morning, only pellets during the middle of the day, and 50% seed x 50% pellet in the evening.
It also helps if you eat a few pellets in front of them, Harrison's are human grade and really don't taste as bad as other pellets(like zupreem YUCK, and yes I do try all my birds pellets at least once LOL)
If your amazon will take food from your hand try giving him a few pellets after he see's you eat, or pretend to eat one.
Rosie and kenji get pellets almost all day, then in the afternoon I take out their pellets and give them their chop mix and fresh foods in a bowl. I leave it in for 2-3 hours unless the weather is very hot. If it is hot I only leave it in for an hour or hour and a half. Rosie loves hers and gobbles it all down, Kinji isn't as sure of his yet, he gets more fruit at the moment but I'm hoping to turn him into a veggie eater like Rosie.