camorrow
They're clearly rejecting the pellets. Stop trying to make them eat them. I know they're supposed to be all nutritionally wonderful, but there is no actual evidence that this is so and considerable evidence to the contrary (google "breeding problems finches pellets" or something similar).
I have never had a finch that would touch a pellet. Actually I've never had any bird whatsoever that would touch a pellet, including the rescue parakeets I got from a woman who claimed to be feeding them entirely on pellets and fresh greens - neither of which they will touch with a ten foot pole since I've had them.
My solution to the problem of picking out rape seed, flax seed, pellets, and technicolor dried "fruit" is to feed a parakeet mix and then supplement with other seed rotated through their treat cups. I also free feed egg food, sunflower chips and hearts, and nyjer. My birds don't pig out on anything and are not fat or all breed-y. Not a single egg laid since I removed the nest.
With the parakeet mix as the main seed, I no longer see much scattering and no longer end up with ever-more-concentrated quantities of the stuff they hate that I then end up feeding (at very high cost) to the wild birds - who, BTW, also utterly refuse to touch the pellets.
I've never heard of zebra finches utterly refusing oat groats but maybe I just never noticed. There's generally only a small amount of oat groats in any mix anyway.
I have Bengalese so what they like may not perfectly match up with what Zebras like, but here are some of the things I rotated through their cages until I could identify things they relish, things they will eat occasionally, and things they repeatedly refuse.
I went to the bulk bins at a local Winco/Cub Foods - bulk bins at any grocery store ought to have some of these. Its not a complete list of everything I tried, just what I can remember off-hand.
Sesame seed - they like
Flax seed - they hate
Hulled hemp - they like-to-love depending on I'm-not-sure-what
Millet - they like
Oats (not hulled) - they LOVE
rolled oats, rolled red wheat, rolled wheat - they will eat all of these
Oat bran - they'll eat it but why bother when they LOVE the whole stuff
Wheat bran - Will eat but they prefer the rolled stuff
Barley - too big/hard for them. Pretty sure it was pearl barley
I get these from my wild bird supplies:
nyjer - they hated it at first but once they finally tried it hate turned to LOVE
Sunflower chips and hearts - they like and do not over eat
One other thing they like is fennel seed, but only the skinny kind, not the fat kind you can get in the US. I get mine from an Indian grocer. I only know the name in Hindi.
I'd stick with the parakeet mix as their staple diet and hit the bulk bins to try other likely looking seeds to supplement, remembering to offer small amounts at different times even if they reject it at first. I was shocked at the turnaround in attitude towards the nyjer seed once they finally tried it, LOL!
Given you're also regularly offering them greens, you shouldn't have a problem finding things to supplement the parakeet mix.