cockatoos have a reputation for being neurotic (mine is no exception) and introducing new foods can sometimes be a problem.

cockatoos, especially galahs are prone to obesity, and a high fat diet and not much exercise adds to the problem. overweight birds can experience difficulty breathing, bone/joint stress, increased risk of diabetes which can lead to fatty liver disease.
its ot uncommon to see cockatoos with lipomas, they're little benign fatty lumps (galahs and sulphur crested being most prone)
so the right diet is essential.

most experts recommend a good pellet based diet as this has the right balance of nutrients. but on a pellet diet you have to limit the amount of citrus fruit as too much vitamin c ca lead to iron overload disease. also supplements are not a good idea unless told to do so by a avian vet,
cockatoos tend to be quite greedy and in the wild will raid farmers crops. although they love seed it shouldn't be their main diet. they will eat their fill and in the wild seeds are seasonal and not available all the time.

cockatoos also seem to prefer nuts to fruit, but feed in moderatio because of the high fat content. the cockatoos beak is designed to open the toughest nuts, so give them human grade nuts in shells, its fun for them to crack them open.

they do love their grains so rice, pasta, beans, pulses and even porridge go down well.
my girls favourite is soaked pulses, easy to prepare and very healthy.

fruits to try are

pomegranate
apple
grapes
bananas
papaya
cherries (remove the stone)
melon
pineapple

veg to try are

brussel sprouts
peas
beetroot
pepper
sweet potatoes
carrots
celery
corn on the cob
kale
water cress

nuts to try

pine nuts
cashews
pistascio
hazel nuts
almonds
walnuts
cedar nuts

try them raw or cooked, and different shapes. carrot sticks rather than slices if they're picky etc.