I found that my cockatiels liked to eat leafy things. They didn't like thicker vegetables. I fed them:
Dandelion (Leaves, roots, flower, stem, everything)
Chickweed (make sure you identify the plant correctly)
Kale
Spinach
Herbs (mint, thyme, etc. that I had growing in my garden)
Lettuce
Broccoli (easy to pick the little ends off)
Carrot (shredded very finely)
Corn (it's sweet and soft)
It's not a complete diet, but it's something to start with. My cockatiels were picky eaters at first too.