I love the name Sonnet!
Sorry I'm a bit confused --- have you tried regular, slow step-up training, with millet? You said you've "started with the regular training ideas...pretty much work with her everyday!!!!" which is great, and the fact that she ate out of your hand is encouraging.
Would it be possible to take her (in her cage) to a small, quiet room twice a day to practice step-up training? I'm thinking that it might help her focus if it's a separate, one-on-one activity for you both.
From what I've read on this forum, some budgies are social butterflies and trust very quickly; others are introverts and take a long, long time to step up, come out of the cage, etc.
It does sound like she is interacting with you and your family (laughing and tweeting), but maybe her cage is her important "security blanket?"
