Egg laying

She may not find your nest box safe for her. Is it enough spacious? Is it dark enough inside? I made a nest box it may help you. Try changing bedding, I used cat litter made of plant fiber. (Wood fibers) Good luck

pearl millet

Yes, you can offer your budgie pearl millet. If your budgies cere changed from pink to blue, then it is a male budgie. If that change was a few days before, then your budgie is still young.