Okay, so they know it's safe to stand on your finger. That's a good start.

Since right now you already have them expecting millet when they step on your hand, I wouldn't stop using it. But what I think you need to do is teach them come to you.

Hold your hand near them, or one of them, but don't push on their bellies. That way they only can get the millet if they come to you _voluntarily_, instead of just stepping onto your finger because you push them off balance. There's a big difference between them putting up with you making them step on your finger, and them _choosing_ to do it.

So at first, you hold your finger very close, so they can just step onto it, but not touching them. (Once they'll do that, you start holding it a bit farther, so they have to hop, and eventually fly to you.) It might take a while for them step up onto you without being forced, but don't give up. It will probably go quicker if you don't give them millet at any other time.

And also, whichever one you're holding your hand near, make sure you say his name when you are telling him to step up, so he'll associate his name with you wanting him to come to you.

(The eventual goal is to get them to come when you call, even from across the room. If you always use their names, they won't be confused about whether "step up" means them or not, when your hand isn't right in front of them.)