Birds actually have pretty poor taste buds. That's likely why they are attracted to fats and sugars (which, in the wild, they would need plenty of!). Additionally, many things that taste bad to mammals (like hot peppers) have no effect on birds.
Basically, it's unlikely that there is anything you can spray on them that will deter them, and since they need to keep their feathers in good condition, it may prompt them to groom themselves more in an effort to remove anything applied.