(1) Are your birds chew-ers? I bought some Lefebers "parakeet food" which is their form of pellets, blenderized into a powder, mixed with water into a paste, shaped into sticks and baked on low-ish until they were hard. My chew-crazy albino 'keet Calliope was happy to chew on these, and this was the first point when my budgies started accepting Any pellets at all.
(2) My birds refuse pellets in their regular food dish.
(2a)The budgies will use the playstation atop my conure's cage. (My conure, Sunny, does not.) And, budgies will eat pellets from the playstation dish, or occasionally from Sunny's cage. Pellets in their Own food dishes get rejected.
(2b) Sunny will not eat pellets from her regular food dish. She has a smaller food dish, other side of cage, which I keep stocked with Harrison's. She treats them as a Snack, like Doritos. Usually I refill it once or twice a week.
(2c) Sunny LOVES tropical nutriberries. She mainly just digs out the safflower seeds to eat, but I know she is getting lefebers pellet-nutrition at the same time. She is definitely ingesting SOME other bits of the nutriberries whilst picking thru for seeds. (Also, she has a slight claw-disability, and holding the nutriberry to dig thru is physical-therapy for balance issues.) The budgies Love to eat the leftover crumbles from the nutriberries. At that point, they are mainly small seeds and pellets together. Again, another way to get some pellet-nutrients.
(3) I give everybody fresh veggies, pretty often. (Probably not as often as I should.) NOT as "chop," but large-ish pieces of veggies clipped in their cages where they can chew or eat them at will.
(4) I give them "good quality" seed mixes that contain various nutrients, other "goodies" besides just seeds, and bits of dried fruits & veggies. (Current bags are "Sunburst" mixes from Higgins.) I believe they mostly just pick out their preferred-seeds from these mixes.. but I'm sure they're ingesting some of the good-stuff too. Also I buy dehydrated veggies for birds from AvianNaturals.Com , which I usually give them as dry, added to their seed mixes, but sometimes as re-hydrated. (These are human-grade, bird-safe dehydrated veggies. You could happily eat them as a soup yourself.)
My own opinion, at this time, is that giving pellets as an Option, especially once you can see they are eating them some of the time, is a good way to feel confident they are getting the nutrients/vitamins they need, while giving them lots of choices is good for their mental health. In the wild they would eat fresh foods only, which pellets are not. Feeding seeds-only would be bad, but at this point I'm going with an opinion I've seen elsewhere, that the good seed-mixes available nowadays are pretty good for them.
At this point, even if I could get my birdies to eat pellets-only, I would not feel so happy about that. You would be fully-dependent on the quality-control of that pellet manufacturer and all their suppliers. Pet foods rarely get recalled when maybe they should. It takes some seriously documented & publicized problems & deaths before a recall Might occur. Whereas, with a variety of options, IF there was a problem with one pellet, HOPEfully since that is not their Only main source of nutrition, the birds might have a better survival chance. Potentially if some contamination, with multiple food sources, at worst it will not be in 100% of their food. OR IF happens that birds can taste a problem, they can be their picky little selves and might even eat around a problematic food. SO at this point, in My Own Opinion, i feel it is much safer to provide multiple food sources and Not attempt to convert them to pellets-only nor even pellets-mainly.