Hi Josh,
I don't know much about cockatiels in particular but if you are looking for a food reward you can use anything he likes.
What does he like to eat while eating on his own? You can pick his favorite and only use that for training.
Millet, tiny pieces of nuts, fruit, veggies, corn, sunflower kennels, a bite of seed mix (you can offer him a bit out of a little cup or spoon), pine nuts (or part of one).
I have tried different things with my birds. So far pine nuts, bits of cashew and sunflower seeds are what they work for best.
It also doesn't always have to be food. Sometimes toys, praise and attention can be good motivators. It just depends on the bird.
Look for a training method that is based on positive reinforcement. I love Barbara Heidenreich's materials and seminars. Her website is goodbirdinc.com