I guess you could scruff it up with sandpaper, or an abrasive dishwashing sponge, or maybe even wrap string around it just make sure it's tightly wrapped so the bird's foot can't get caught on it, or even on of those Chinese finger pulls that you get your fingers stuck in, slide one of those over it lol.
Vet wrap is excellent for slippery surfaces, I use that on Rosie's java perch. Vet wrap doesn't have any sticky residue, and only sticks to itself. Many members(including myself) use it on java perches.
Wow thanks for all the responses, I will give one of those a shot.
Funny thing is my bird made a fool of me, perch has been in there for over a week and she wouldn't stay on it, then not more then an hour after this post she was sitting on it happy as could be. Tonight when I got home I took her out and her little feet were nice and toasty.