Welcome to the wonderful world of parrots! They are very smart and most of them don't really want to go back into their cage, would you? My first suggestion would be to get in the habit of asking for the step up and then moving your bird to another perching spot other than the cage, stepping the bird off and then giving the treat. Find at least two places other than the cage to use for this as well as using the top of the cage so that you do not always put the bird into its cage when you ask it to step up and don't give the treat until you step her off of your hand.
Most parrots are smart enough that they know when all you ask them to step up for is to put them back in their cage and will begin to refuse to cooperate with you in doing this, so it is best to step them up to go to various places and to do other things, randomly placing them in the cage with the door left open or closed so that they don't know when they are going to be asked to remain in the cage.