Parrots and birds in general have very few taste buds, appearance and smell to some extent are the mostly more important to what they find appealing. They supposedly have around 350 taste buds, where we have over 9000. They're designed to distinguish ripe fruit and vegetables by color, and are attracted to anything brightly colored, which would signal that what they eat is good and ripe.
As for tasting capsicum, the "spice" in hot peppers, it's accepted that they don't taste it, and it's thought this is an evolutionary thing so that they're more likely to spread the seeds and propagate the plant, being very messy eaters. My birds love spices, and I mostly use good quality cinnamon.
As for perches, their feet are designed for gripping and manipulating objects, but they lack leg strength compared to something like a raptor, who are designed to lift and carry, as well as pierce and shred their prey. For parrots to keep their feet healthy, a variety of perch sizes, with varying diameter and texture helps keep them healthy. Strictly dowel type perches don't offer enough to exercise the feet and can create pressure sores because they're constantly on the same parts of the feet. No single type of perch is appropriate, round, flat, whatever, they always need a variety. Natural branch style perches are the best though, providing the most variety and texture.
I don't want to speak ill of your vet but it seems some info he has might be a little misguided. I'm not sure if he's an avian vet or a regular or exotic vet, but while vets are required to continue educating themselves, avian science and medicine is often neglected by vets other than strictly avian vets.