This is how I do it.
I feed them two distinguished meals twice a day; however, there is a dish of pellets and water available at all times. My birds will peck a few times throughout the day for a quick snack, but they won't eat much because.... pellets don't taste that good.
I would use millet/seeds/nuts as training treats because birds like them the most, and cause the most amount of motivation as opposed to persay, fruits.
There are a few foraging stations/toys I have set up in the cage with seeds/millet. Foraging is how birds eat in the wild and it also provides great mental stimulation as well as something for them to do during the day. I highly recommend you look into foraging.
Personally, I'm against having cage doors open all day as I feel it causes lack of structure. I feel that leaving an open entrance all day gives them too much power and freedom, which could turn into rebellion and aggression and hormones come along, and give them a good chance to fight for flock leadership. I know there are owners that do this without any problems, and that's cool. Just make sure you weigh the pros and cons and make a decision that works for you.
Everyday, I lock my birds up for at least 4-6hours in their cage. This is to enforce independence and to play with toys by themselves. Constant, unstructured amounts of attention CAN lead to over-bonding and the lack of self reliance in the bird.