Mealworms.
But failing that, mine like warmed porridge. Porridge is basically rolled oats mixed with either milk or water and heated in the microwave. I normally add enough water so that it is not so wet that they can't pick a lump up in their beaks (which is not as wet as how humans like it). I hate it, but my mum likes it and it is traditional in Scotland. It is great for getting supplements into them too - you can replace the water with bio-live yoghurt, add crushed up Rennies (basically calcium pills marketed as indigestion tablets) for birds with thin egg shells, add ACV, anything - they love the stuff.
I've also found that (pet!) rats are rather partial to the stuff - I had my friend's rats to stay whilst she went to a festival in Finland.