You absolutely do NOT want to close the door to his cage right now!!! He's only been with you for less than a week, and his cage is the only Safe-Space/Territory that he has...When you shut the door you're basicallly trying to "FORCE" him to want to interact with you, with the theory behind this being that he would starve without taking the millet from your hand because he can't get into his cage to his food bowl...But notice that it's not working, right? Yeah, and it won't work at all to tame him or to get him ot accept your hands. That's not how birds work, you cannot EVER attempt to force them to do anything, because the more you try to force them to do anything, the less and less they trust you. Period. And right now he doesn't trust you at all because you've only had him for a week, so you're actually moving backwards and making things worse by doing what you're doing.
Just keep allowing him to be out of his cage, make sure it's located in the "main room" of you house, meaning the room you and others who live there spend most of their time when they're home (usually a living room, family room, etc.) so that he's among people whenever someone is home and not by himself in some back bedroom or the like, and give him time...You first have to "Earn His Trust" before he'll eat out of your hand, step-up for you, etc., and if he wasn't a Hand-Raised baby, it's going to take much longer to Earn His Trust. It's all about patience and time, not about forcing him or keeping him from his Territory/Safe Space...
And just as an FYI, if you bought him at a pet shop instead of from a breeder, and he was said to be "Hand-Fed", as the Green Cheek Conures from Petco are labeled, that does NOT mean he was Hand-Raised at all...It simply means that he was Tube-Fed his formula feedings on a literal "assembly-line" of dozens and dozens of baby birds and that's it, it doesn't mean that he was ever handled, interacted with by his breeder or any other humans, talked to, etc. It simply means that Petco buys their "Hand-Fed" Green Cheeks from large, mass vendors who breed hundreds of babies at a time, and who feed their babies their formula feedings by picking them up, sticking a Crop-Needle down their throats, filling-up their Crops with formula (whole thing takes about 30 seconds each feeding), and then they put them back down into their box...That's what is meant by "Hand-Fed" for baby birds that come from Petco, PetSmart, Petland, etc. They all get their "Hand-Fed" birds from the same mass-vendors who do this, and obviously it isn't anywhere near the same process as a breeder pulling the babies from their nestboxes between 2-3 weeks old and actually Hand-Rasing them, which means they interact with them every single day for most of the day, they handle them, hold them, and play with them often, and they actually do Hand-Feed them like their mother and father birds feed them, slowly and not with a Crop-Needle...I don't know if that's the case with your baby Green Cheek, but it's one explanation for why a "Hand-Fed" baby Green Cheek from a pet shop isn't really that hand-tamed at all...
Either way, it's all about time, patience, and committment from you to spend as much time with him/around him/working with him/talking to him every single day, and you finally Earning His Trust...And you won't ever accomplish Earning His Trust by shutting him out of his only Safe-Space/Territory in his brand new home and trying to force him to eat from your hand simply because you're literally trying to starve him into doing it...
Youtube pet advice can range from bad, to terrible, to disasterous, to often even dangerous to deadly...
