my 5 month old green cheek conure, Baby, wont eat his veggies!

when I first got him/her (I don't know yet) he would eat them, but now he just wont. he eats his pellets and fruit and anything and everything im eating, but just wont eat anything like carrot, broccoli, etc. his favourite food is dairy, so I tried to reward him with a tiny piece of cheese if he eats a piece if vegetable, but it just wont work

. please help, his pellets have everything he needs but I still want to make sure.
