Good topic! I had wasted so much time & money on veggies when trying to get my girl to eat them. I'd spend hours trying to puree, chop, dice-I tried almost everything. What worked for me is giving her choices. She likes to have a variety so she gets pellets, veggies, and herbs (dried & fresh) 24/7. She is only given seed for a short time and millet is only given during training. Treats are given maybe once a month.
If given all, she makes the right choice-she eats a little seed, more pellets, then alot of veggies. But I have learned if I leave seed in there she will pig out on it and gain weight, so I only offer it for 15-60 minutes a day.
What worked for her with converting was offering veggies as toys-with leaves & stems on and hanging them where her toys were. She likes 'em wet and cool. She will play with them then eat them. Now she also eats them in her normal food dish chopped up.
One thing to mention about veggies is organic is best. Alot of veggies & fruits are sprayed with pesticides specifically designed to keep birds from eating them, so even if washed, the chemicals are inside, in the seeds, & in the skin and these could kill or make your bird very sick.