Have you ever tried using kabobs?
http://www.drsfostersmith.com/product/prod_display.cfm?pcatid=5791They worked great for me in the very beginning when I started introducing them to veggies. Try putting broccoli and baby carrots on one kabob and hang it by his food dish, he may start nibbling on it and start liking the taste of the veggies

Have you tried offering him a piece of broccoli by hand? This worked with my first keet Bernie. I just put a whole piece of broccoli by his face and he just started eating it.
When I leave a big piece of romaine lettuce on the roof of their cage, they come running towards it and eat it in amount of minutes, it goes quick. You can also hang it in the cage, that's a big hit with my birds.
Keep trying, I'm sure eventually he will try them once he realizes how good they taste

Good luck!