Finger Training Kadhi

I took my new budgie 'Kadhi' on a family weekend for 3 days and have grown alot closer to him.

I worked out he enjoys a good scratch around the neck, but he is rarely in the mood to let me put my hand up to his face.

Anyway, after a couple of hours (after coming home and putting him back in his cage) I had Kadhi stepping up to my finger.

I havn't been able to reward him for it as I havn't found a food he really likes yet (He only takes Millet Spray from me when I take his other food away for a while,

and I don't think its very good for him to be wihout food all day as he is only a baby ).

Back to the point- I can get him on my finger, do a loop around the perch I took him off and get him to hop back on.

I can also take him from the perch and have him sit on my finger for as long as I wish, and he will relax and snooze off.

Keeping in mind this is inside his cage.

Yet it is the same perch in his cage everytime, and he flys off if it is any of the other 3 perches. I didn't think much of it,

but when I took him off the perch and tried to put him on a different one, he flipped out and flew off my finger onto the wire.

I'm not sure why this is, and I feel like it's holding me back from progressing with him.

Okay so he goes on and off my finger, what's next?