Hi,
Any kind of training needs to be done in order to have a better bond with your bird and have mutual trust. In general, budgies are not a bird that will be taught a lot of tricks. Stepping up on your finger and allowing a head scratch may be as much as he learns. When you trained birds, it is generally with a professional trainer, and they may have tried to train 20 birds for every one bird that enjoys learning tricks.
Focus on understanding his behavior and teaching him t step up before you try to teach tricks. He doesn’t need a food rewards – give him praise and tell him he is a good bird. He may eventually learn to like having his head scratched.
Read the info on these pages to better understand your bird.
Pet Bird and Parrot Behavior
Teaching Your Bird
Thank you for asking Lafeber,
Brenda