Article and photos courtesy of Gerard{stormcloud}, a friend of mine on another forum~
I used the rissole method to convert mine over to pellets. I weighed how much seed they ate over a week and averaged it to a daily amount. I used Vetafarm Maintenance Pellets and their normal seed mix during the conversion. I began with a 50/50 mix of seed (daily amount) and pellets. I would then mix a small amount of warm water with the pellets to soften them and then add the seed. If the rissole fell apart then I would add a little more water until it stuck together firmly. The idea is that you are not denying your bird seed, but insuring that he cops a mouthful of pellet when he picks out the seed and gets used to the taste of the pellets. You then gradually reduce the amount of seed in the rissoles by 10% every 3 or 4 days until there is only pellets left. The bird has to work harder and harder to get to the seed until it is all just too hard for them to be bothered to pick out the remaining seeds. For larger birds I would use the pattie method and just squash it into the bottom of the bowel. Bigger birds will be able to throw the rissoles out of the bowl. Once converted, switch the pellets to your preferred brand. This method cannot be used with Roudybush due to pretzel type coating on the outside of the pellet. Make sure you still supply your normal fruit and/or veggies as well during the conversion. You need to be more stubborn and patient than your bird/s...it took me 3 months.