Blu was also not liking pellets, if I give him pellets when he is really hungry then he will eat some and throw most of it. It was a great wastage.
I use Zupreem Fruit Blend Flavour for African Greys, I realised that they are made very hard; so difficult to swallow. Then next day what I did was I soaked them with little amount of water.
After 3-4 mins of soaking when I gave it to Blu, I think he really liked it. I think others should try this method also.
Do let me know how your parrot reacted to soaked pellets.