Millet sprays are a hit with my guys.  When I was trying to hand tame my lovebird, I started by offering a whole spray, and as he got more comfortable with my hand near him I started making the pieces smaller and smaller until I could entice him to eat one "clump" of the millet seeds that I was holding.  It might take a little bit of time and patience, but if your little guy shows an interest in millet sprays (and I haven't met a bird yet who doesn't) that's one good treat to start with. 

Wow, that's extremly odd.   Maybe he doesn't know what it is?

Give them time with the millet.  To them, it's likely a big scary monster hiding in the cage!  My guys love carrot, celery, lettuce, and cucumber (I don't give them lots of it, it can cause runs) - but they just love munching away.  I give them the occassional piece of bread too, they don't really eat it, they just have a riot tearing it into itty bitty pieces and throwing it out of the cage...

 

Christine