Here are some updates :
We have changed their cage, with a bigger (much bigger!) and more suitable for them; they have started eating some "gloop" and vegetables (of course, they are still a bit reluctant, but it's working out slowly)
We have taught the female to step up, and now we are trying to earn the male's trust as he is still a bit scared and bites, but I believe it's a matter of time, as things go better and better:)
About the noise, they still make it, A LOT!. we have found out from another CAG owner who experienced this, that it might be because of stress, and because of their ex-home. The male is the one doing it, and he's also the scared-biting one, so I guess that's the problem.
Also,we are a little worried about their beaks, especially for the female's, as it appears to be peeling off. We have posted a thread in the "health and diet" section with pictures and all:)