So she'll stand on your finger if you have millet? If you put some millet on your palm and hold your hand out a few inches from the open door of the cage, will she fly over to you to get the seed? I think that's what I'd try next--get her to step to your hand for the seed, and try to increase the distance so that she takes a short hop or flight. That way she
chooses when to come out and that
might make her feel a little more confident.
The other thing we used to do was set up a play area on the top of a bookcase not too far from Ami's cage. It had a mirror, some dangly stuff to pull on, and a few rolling cat toys...yes, cat toys!
He loved the ones that had bells in them, and if I'd get down on my knees next to the bookcase, his favorite game was dropping the cat toys over the edge of the shelf onto my head!
He soon learned where his toys were and would fly down from his cage to the bookcase every time we opened the door. Eventually, he learned how much fun taking a few laps around the room was, so then he'd fly around the room 3 or 4 times before landing on the bookcase. Great exercise!