Good idea, Prettyboy -- if you see hulls around then you know he's eating. Millet spray should really be given sparingly, not used as a regular food, but you might want to offer him some (on a small piece, not a whole piece) if you think he's not eating at all.
Other fresh foods = spinach, broccoli, carrot, cooked sweet potato... Again, I'd suggest small, non-threatening-size pieces while he adjusts to his new environment.
Good luck & welcome to the forum!