Exactly Also an idea to remove the cage form the room then they won't keep on flying back to it!!
And after training give them a nice treat like celery, lettuce and try other foods. Lemonpie (my top budgie) loves to eat the freeze dried shrimp i give to the fish
And she'll sit by the fish tank watching the fish for hours. i think shes confused as to whether shes a budgie, human or fish
If they are anything like my budgies there will soon be a "pecking order" with females at the top and male budgies at the bottom.
If you don't know this already the first thing to teach them is to "step up" onto your hand do this by placing your hand in front of them and saying the command if they don't do it push your finger against their legs and they'll do it and they'll learn quickly!
I also recommend handling them on a regular basis ( picking up i your hands) as if you ever need to take them to the vet it will make life easier. But be warned, if female a budgie can bite very hard where as male budgies are big softies
If you ever need any help just contact me. good luck with your new budgies.
Plus i second the POTM nomination about time a bird won it!!