Veggies are a bit of an aquired taste for most veileds, they don't always recognize it immediately as food. Hand feeding crickets is usually a great step if you can manage it. That way they become used to assuming that you're holding something good to eat, so the next time you try it and you're wiggling a piece of collard green or strawberry, they assume that you're holding something edible, even if they don't recognize it as such at first sight. You could even hold both, a piece of fruit with a cricket, and when they shoot and get both, they get the taste for the fruit at the same time. And so on, you have to be a little sneaky and creative with some veileds.
Other great insects could be anything like roaches, superworms, silkworms, hornworms, pheonix worms, mantis, grasshoppers, etc.
As an added thought, hibiscus seems to be like catnip for veileds, they love eating the leaves and flowers. Adding a plant to the cage usually gets them used to eating greens a little bit.