Mine actually accepted them on the first try, so it was essentially cold turkey, but I would've offered her seeds too if she had rejected the pellets & tried to wean her slowly.
Do you already have your pellets picked and purchased? If you're not married to one specific type, you might try giving her a variety of you-approved pellets so that she can choose what she likes. Often people try to wean their bird onto one specific type of pellet and the bird wont have it, but this doesn't mean they'd be against ALL pellets. I was lucky in that the owner of the bird store near me gave me a huge baggie of mixed pellets for free for me to let my bird sample. She ignored everything but the Roudybush, and that's what I have her on today (+ a little TOPs). If the owner hadn't been so generous, I would've bought Harrisons and had a tough time converting her to it.
In terms of conversion, I second Copperarabian's advice. Another method I've heard people use is to leave a bowl of pellets in the cage at all times and only offer a bowl of seeds for, say, 1 hour in the morning, 1 in the afternoon, and 1 at night. Then, over the course of a few weeks, gradually decrease the amount of time the seed bowl is in. The pellets, of course, are in 24/7.
Good luck!