Most people will probably not agree with me, but I sort of "forced" my conure into eating pellets. She was given only seed and peanuts from her previous owner for 4 years, and is SO picky. She wouldn't touch anything other than seeds; to this day she still won't eat veggies and fruits, despite constant trials with different kinds and trying new ways to eat them (will try birdie bread soon...to sneak them in!).
I got her to eat Oven Baked Fresh bites in about 1.5 days; it's the most progress I've ever made with her food-wise. At first, I tried putting them in with the seed, and having her try to eat it out of my hand, but she wouldn't have it. So, I just gave her the seed one morning, and when it was gone, that was it. I put pellets in the bowl, and after a day and a half, when she was most likely super hungry, she just tried them. I've never went back to seed since.
I know some might think that's mean (to refuse food for a short period of time), but the way I see it, if she were in the wild and had preferences, she'd starve to death (and I know she only knows captivity, yadda yadda yadda, but I think they're smarter than we give credit for). I've read that some parrots will just starve themselves but...I wouldn't let it go that far. After 2 days I would have given her seed if she was completely obstinate, but she must have not liked starving, so she ate them!!
OF COURSE, I would not have done that with a sick/unwell parrot........ My sun conure, other than her pickiness, is otherwise in good health, and does normal everyday conure things. So I figured that going 1-2 days without a lot of food was okay to do.