Budgies do not feed in the same way as most larger parrots, including greys, because of differences in their lifestyles in the wild. They seek out small grass seeds on the ground, so there would be little benefit in using their feet to hold this type of food.

Budgerigars simply pick up the seeds in their bill and crack them, in common with other ground-feeding parrots from Australia.
Macaws and many other larger parrots inhabiting rainforest areas frequently feed in the treetops however, so for them, it is clearly helpful if they can grasp their meal of fruit or nuts here.
Using their foot like a hand means they can take bites if the food is too big to swallow, whereas budgerigars eat individual grass seeds.

To discover more about food safety for pet birds, click here.