Changing diet

I'm currently feeding my lovebird millet seeds mixed with Kaytee pellets. The problem is he hates the pellets. I followed the instructions to change his food slowly, but it's not working. I've found that what he does is pick out the pellets and throw them on the floor, while he is searching for the millet seeds. And when there are no more, he'll keep screeching at the food bowl until I fill it with seeds again.

At first I thought he might be eating a little bit of pellets, but my bf is affirmative that he didn't. And the cage floor is alwiz littered with pellets.