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No, cockatiels and most other animals sleep with both their eyes closed. If napping they may open an eye to check their surroundings, but when sleeping at night they will close both eyes.
They can sleep with one eye open, but that is generally only if they feel like they are in a situation that they need to. Most birds in our homes don't feel that need. However, have you ever tried to sneak up on a sleeping bird? Hard to do, because they do have that awareness even if it seems both eyes are closed.
Your little sleepy heads are adorable! My cockatiels sleep with both eyes closed. If they do have an eye open it's only because someone is being too loud and interrupting their nap!
Definitely nothing wrong here, they're just happy safe in your home is all
Ollie only gets like that when he really doesn't feel any threats in the room, the blinds even have to be closed sometimes. I personally think it's part of flock mentality, they think you're part of the flock so they rely on you to alert them to danger relax because they know you.