I'm not sure about the pellets, as I haven't had this problem with any of mine, they will eat pellets 24/7. I found this it might help:
Remove 10% of your bird's seeds and replace it with 10% of pellets. Each week remove another 10%, and increase the pellets by the same amount. Within several weeks, your cockatiel should be eating the pellets. You can also try sprinkling some pellets on the carpet, kitchen counter, table or other area where you bird likes to play. Since birds are always picking up little crumbs to nibble on your bird may get its first taste of pellets this way. This will make the pellets in the food dish familiar and they will be recognized as food.
Offer your Cockatiel its regular food in the morning, but for only an hour, then replace it with pellets. By the afternoon, your bird will be hungry and searching for food. Hopefully it will try the pellets. If your Cockatiel has not eaten anything all day, remove the pellets and replace them with your bird's regular seeds in the evening, but for only one hour. It takes a bird about 2 weeks to change diets using this method.
"Pellet Pudding", may be appealing to Cockatiels that enjoy eating soft, moist foods. Remove your cockatiel's regular food from the cage. Fill a small cup with pellets and add warm apple juice and stir until the pellets start to soften and expand. Cockatiels seem to enjoy food that is slightly warm. Serve a fresh batch of the soft warm food to your bird every 2 hours to (to prevent spoilage) but only for 48 hours. Your Cockatiel must be closely monitored to prevent starvation. Wait at least a month before trying another method of conversion.
Remove all foods from your Cockatiel's diet and replace the seeds with pellets but only for 48 hours , no longer. When a bird gets hungry enough, the instinct for survival will cause it to search for food A Cockatiel must be closely monitored with this method to prevent starvation. You should weigh your bird each day. A healthy bird should be able to withstand losing 10% of its body weight with no ill effects. Wait at least one month before trying another method.
Give your bird pellets in the morning and remove all seeds. If no pellets are eaten by the end of the day one, give your birds seeds for 1-2 hours that evening then remove the seeds. Offer pellets again in the morning. If no pellets are eaten by the end of day two, offer your bird seeds again for 1-2 hours then remove the seeds. By the next morning, the bird should be very hungry and accept pellets as food.
Try different brands of pellets. Cockatiels have taste buds and taste preferences. Your bird may not like the taste of the brand you are currently using. Read labels and call manufacturers. Many of them will send you free samples. Also try the smaller parakeet type pellets or crumbles instead of the larger Cockatiel size pellets. Nutritional formulation is the same and some birds prefer the smaller size. Grind pellets in a coffee grinder or mini food processor, making them even smaller. Sprinkle them over your bird's fresh foods or seeds. Gradually reduce the amount of seeds and add more whole pellets. Sprinkle some pellets or ground pellets on the floor or in an area where your bird like's to play. Cockatiels are always foraging for food. Offer pellets to your bird from the palm of your hand or one by one like treats.
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I have heard seed diets are not good, they can lead to health problems which will indeed shorten their life span. And the shell grit, I don't give my birds that as it can irritate the digestive system and cause blockage of the crop. Most birds that're fed properly and are healthy don't really need grit imo.. you're giving your tiel fruit and veggies, plus he will be getting pellets (once he starts eating them) so as long as he's got all that he'll be fine and stay healthy.