What's the best way to train and interact with my pet zebra finch?

Time and patience! It can take several months for a bird to start trusting enough to want to hop on you or interact more. It sounds like you're on the right track already with offering food from your hand. I would continue to do this, and gradually increase to petting Sky, and then handling her more/asking her to perch. If she becomes too nervous, letting her calm down and trying again later is best.

The best way to work with birds is to move slow and also reward with treats. Typically I pick a treat that Meenakshi will love and only have you give it to him. I would start putting it in his cage and slowly move to hand feeding. Than you can place the treat up your arm and as he becomes more comfortable he will stand on your hand. I hope that helps

Time and patience are key to helping your parakeets get used to you, and each individual bird may bond differently to you due to their individual personalities. If your birds have a favorite treat, you can also use that by giving it to them every time you visit their cage or interact. I'm also including an in-depth article on teaching your bird to step up which can help with the bonding process as well: https://www.petcoach.co/article/basic-bird-training-how-to-train-your-bird-to-step-up/

Patience is best when getting your budgie used to handling. If he has a favorite treat you can offer it every time you approach the cage or every time he sits up on your finger. Once he is comfortable there, you can begin to then offer treats after you pet him, to teach him that this is a rewarding behavior. It can take some time, and if your budgie is too stressed simply take a break and let him calm down a bit before trying again.

Wait until they don't flutter about when you sit near the cage. Then place a hand I n the cage for ever increasing periods of time. They will fly away from you and screech when you place your hand in the cage. This is normal. Once they begin to settle down and accept your presence in the cage, place a small treat in your hand. Do this each time. They will eventually settle down and may approach your hand or finger for a treat. Be patient and be consistent. It may take weeks.

Time, patience, and lots of treats. If you notice Curio has a favorite food, you can start by offering that favorite food only when you're interacting with him. IE, when you pet him, approach his cage, let him out, etc. This can help him to associate you with something fun/good and also make him more curious every time you come by to spend time with him. The same can also be done with toys he likes to play with. Sitting near them when he's out of the cage playing, and feeding a treat every time he comes close or shows interest in you can help teach him that you are safe to interact with and play around. If at any time Curiou becomes nervous or scared, stopping the activity and letting him calm down is best. From there, you can go back to the previous way he was OK with (IE just giving a treat from your hand but not petting) and work again from there.

I would recommend training Peri with lots of treats, whatever is his favorite fruit or veggie (you should use seeds in moderation). Make every interaction you have with Peri be a positive one, even if you are doing something as simple as cleaning his cage. Once he realized seeing/being with you results in a positive reward he will begin to grow more comfortable around you. I hope this helps. Thanks for using Petco Pet Education Center, formerly Petcoach. Best of luck.