Agreed, give them a chance to settle in first, but good job knowing they need something else.
I have been able to transition many cockatiels and budgies, and here are my main tips.
First, realize that tiels are "not quite the same" as other parrots in a lot of ways, and diet is one of them. In the wild they feed on grass seeds, levels, and other things that grow on the ground unlike say, conures, which feed mostly in trees. They have different tendencies and different nutrient requirements, and they are harder to transition to fresh food.
The surest way that I have found is to simply start sprouting their seed mix. I actually think it works better to sprout budgie mixes in this case. There are tons of pages here and elsewhere on the web that can show you how to sprout, and it is pretty easy! I have never had a single budgie or cockatiel (which are in my opinion the hardest to convert) refuse sprouts, just be sure you are not allowing them to spoil in the dish.
After your bird has learned to eat sprouts, chop up the veggies you want them to eat into teeny tiny itty bitty seed sized pieces and mix them in. I suggest peppers, carrots, fresh green beans, and broccoli for starters.
Also, start adding food as toys. I particularly like to give kale leaves and broccoli florets to my tiels because they seem to like them a lot compared to other foods. Also, don't be alarmed if your tiels really never get into the fruit that much; for some reason tiels seem more into veggies which are better for them anyway.
Keep in mind that the natural diet of tiels includes some dry seed in the wild, and should never be completely eliminated from the diet. Dry seeds mixed in to other food 2-3 times a week is plenty though, or better yet just use millet as a training treat
A lot of people like to feed pellets. I personally believe fresh is best but I ALSO think it is best that every parrot learn to eat pellets because pellets are way better than seeds alone and I think it is always wise to make sure our birds are comfortable with them in case the birds move on to another home, even temporarily, and the new home is not willing to feed fresh. I also suggest NOT EVEN TRYING to introduce pellets until your birds are happily eating fresh without any fuss; too muc change too fast is hard on them. Do not mix the pellets with the fresh food unless you can be SURE to remove it in an hour or LESS because wet pellets are a breeding ground for germs,
When I teach my birds to eat pellets. They have already learned through the fresh food to eat strange things in their bowl. I simply feed the pellets cold turkey, at least one size smaller than the recommended, and that seems to really help. For example, if they are tiels, I feed the budgie size. It slashes waste and seems to be easier for them to eat. I feed the pellets only for two days, watching carefully to see if they are eating. Always replace the pellets daily, even if they are not gone. Stale pellets are gross (my birdies told me). I have never had a bird who was already transitioned solidly to fresh food reject pellets, but every bird who was still on seed has for me unless they ate pellets at weaning.
Best of luck with your new buddies! Best to get a healthy weight record for them and weigh them at least weekly at first to keep an eye out for any problems especially with the diet change.
