Black Oil Sunflower Seed - I used these especially during winter... I would wait til they go to bed, then spread a bunch in their bedding so that way they have something to do when they wake up, but I haven't let them out yet (door's closed with inclimate weather).
Light on a timer... works well.
Wait a little longer... almost dark of night, you might still find them out there, but their sight is awful at night, they won't run from you (as much) and it seemed to scare mine enough that they put themselves in the next evening.