How long have you been trying to get your jenday on a better diet? Like I said in a above post it can take a long time with a stubborn(or unhealthy like how Rosie was) bird.
For fresh foods I would pick two for the day, cut them all up and put them in there own bowel, then mix some in with her seeds and pellets. When I tried giving her a bunch of different veggies/fruits it seemed to overwhelm her.
With the pellets I mixed multiple types of pellets together. The pellets had their own bowel and then I gave her 50% seeds with 50%pellets. You can also try soaking the pellets in water/organic juice, or breaking them up into smaller pieces.