I like to take some millet and put it in baking cups and gather and twist the opening. It looks like a bag with a twist on top. I then will shove the twist out from their cage so they can chew through the paper and eat the millet. Once they recognized the little paper everywhere, they came further and further out of their cages. This worked for our budgie he got out of quarantine and was terrified. Now, he is less scared and loves chewing thew these things!
I use these for foraging throughout their room now and it's like a treasure hunt. I can also limit the seeds they get by doing this too. I measure out how much they should get, I'll put some in with their crumble and the rest we play with.