I am going through the same thing. I have a green cheek conure who just won't eat most fruits, veggies, pellets, or anything that is good for her.
Here is what I have learned:
Even if the bird snubs the veggies that you offer, continue to offer them. At some point (maybe days, weeks or months later), the bird may suddenly start eating something. For example, I have offered my bird broccoli may times over the course of a year, and she always snubbed it. But recently, I purchased a bag of steam-in-the-bag broccoli and suddenly, she started nibbling at it. She doesn't eat a lot of it, but she seems to be eating some. On some nights she won't touch it, and on others, I find pieces of it all over the place. Also, I used to offer her pomegranate seeds and she never touched them. Then, all of a sudden, she started eating them. Then, after several times, she stopped eating them again. Just keep offering a variety of fruits and veggies in different forms. You just never know when your bird might eat some. It can be frustrating, because it takes time and effort to prepare and serve them, and it seems like such a waste to continually be throwing them away. Hang in there!