Another possible reason that your bird is not eating the spray millet is that its seed mix also contains millet, just a different variety of it and so it may have had its fill of it. You could try knocking some of the spray type millet seeds into the regular seed mix, just in case that it doesn't recognize it as food. Try this for a week and then try offering the spay millet to it and see if it has changed its mind about it.
You could also put some of it in a saucer or paper plate along with a small variety of finely chopped vegetables. you could take the regular seed mix out and leave this veggie/ millet mix in the cage for two or three hours. I would also try this for at least a week and then remove the spray millet but continue with the veggies as the really should eat more than seeds to be healthy.