As Scott already mentioned, the Harrison's "Transition Plan" is probably the one that seems to work the most consistently...However, can I make a different suggestion to you?
***To be fair and totally honest with you and everyone else, I have always been a very, very strong believer that all parrots NEED to have seeds as a part of their regular, daily-diet, and all of my birds throughout my life have always gotten at least a small-portion of seed-mix every single day along with their pellets...That's what I do now with all 4 of my larger parrots (Senegal, Quaker, Green Cheek, and Cockatiel), their daily staple-diet is Tropican pellets and they have those all day long, and they they eat their dinner with me in the evening when I get home, and their dinnertime is when they get their fresh veggies/Chop, and then they get either some fresh fruit or some other type of little treat for desert...BUT they all also get 1/4 cup of a healthy, low-fat, varied seed-mix along with their pellets every day as well...Their bodies (GI Tracts from top to bottom, from beak to distal-intestine) are designed to eat seeds/hard grains/legumes, this keeps their GI Tracts healthy...But I also believe that there is a psychological/mental element to this as well, as pellets do not exist in nature, nor do they need "shell" pellets, and most-importantly they don't need to "forage" for pellets...
Anyway, back to my point for you Clark...You just brought this new Green Cheek home a week or so ago, right? It may be in your new bird's best-interests right now, since he's not settled-in yet and everything is completely new to him, to hold-off on also trying to transition him onto a totally new/different diet at the same time that everything else in his life is brand-new as well. He's pretty young and it wasn't so long ago that he was fully-weaned onto seed-mix; he then was loaded into a box, onto a truck, went to a pet shop, had hundreds of people looking at him and whatnot, and then just a week or so ago you brought him into his new home, with new people, a new house, another new bird, etc. And even though he is adjusting very quickly and quite easily it seems, it's still very stressful on any bird...So trying to also drastically change his diet at the same time onto pellets, which he's never had before most-likely, may actually be counterproductive right now...Also, it is going to be less-successful right now than it would be if you waited for at least a couple of months to let him settle-in and make your home his "territory".
***Here's the key to this whole thing though...Instead of doing what you're doing right now by buying a junky, high-fat Walmart seed-mix in order to try to switch him onto pellets as his staple-diet, instead, don't worry about switching him onto pellets right now but rather just switch him onto a very healthy, low-fat, varied seed-mix as his daily-staple that contains no sunflower seeds, no nuts of any kind, no dried corn of any kind, etc. This is a very healthy change you can do for him immediately and one that he'll most-likely accept right away; this way his staple-diet will be essentially as healthy as it would be if his staple-diet was a pellet, but he'll have no added stress of his diet being drastically changed right now while he's going through all the other changes. And then in a month or two once he's completely adjusted, settled, and under no stress at all, the transition from a healthy, low-fat, varied seed-mix as his staple to a pellet as his staple will be so much easier and will go much more smoothly than it's going to go right now with all the other changes he's going through.
There are several of these healthy, low-fat, varied seed-mixes, some of them even contain healthy pellets in them as well...And I don't know what pellets you feed, but if you compare the nutrition of most of the fruit pellets and even some of the natural pellets to a few of these healthy, low-fat, varied seed-mixes, these seed-mixes are actually better for the birds all the way around...The few that I'm aware of that are fantastic are Higgins California Blend and Tropimix...They are both very similar to each other in ingredients and nutrition, the big difference being that Tropimix also contains Tropican pellets with it. Other than that, they are both excellent, low-fat, varied seed-mixes that most birds will eat right away with no issues, and are healthy enough and low enough in fat that captive/pet birds can eat them as their daily staple and get the same or better nutrition as they would if they were eating most fruit pellets out their, such as Zupreem Fruit...
Just something to think about...This is what we have recently started doing at the Avian Rescue I work at with the birds who come in on an all-seed diet, which is probably as high as 90% or more of them, the difference being that usually the seed-mixes they've been eating their entire lives are total crap and have caused the health issues...And it's working out great for us because we're getting these birds off of the high-fat, low protein, overall bad-nutrition seed-mixes and immediately switching them to these healthy, low-fat seed-mixes the same day they arrive at the Rescue, and this dramatically changes their overall physical health in a very short amount of time...Then we can relax and gradually transition them onto a natural pellet diet without feeling like it's urgent that we get the switched-over right now for the sake of their health...And doing it this way has made the eventual transition to pellets for most of the birds much easier and more successful in the long-run.