All birds are different, some will eat anything and others have certain preferences. Just keep adding different foods to their cage and let them pick at it. If you have other birds that eat those foods, the zebras will quickly learn by watching them eat.
On a side note, Australian finches do not normally eat citrus and are not big fruit eaters, but keep trying with different fruits and dark green leafy veges because variety is good. Try to offer thin slices of fruit and make sure it has been washed well and peeled. You should also try them on green grass seeds. You can collect them from paddocks and fields, and as long as they are free of chemicals they are fine for the birds and will provide a natural dietary supplement. If you can't find any out in the wild you can grow your own green grass seed at home in pots. See link below.
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In addition to green grass seed you can soak finch seed in water over night and then drain the water and rinse the seed. Then put the seed in a plastic zip lock bag and leave it on the bench for 24-48 hours until the seed germinates and you can see a little tiny root coming out of the seed. Then rinse again and put in the cage for the birds.
You offer your birds egg shells, have the shells been boiled first? You do not want to put egg shells into the cage if the shells have not been sterilised by boiling otherwise you run the risk of introducing a disease from the chicken farms.
Do you give the birds boiled egg? You can hard boil an egg, remove the shell and crush it up and put it in their cage. Then use 1/2 cup of cornflakes and put them in a paper/ plastic bag and use a rolling pin to crush the cornflakes into little bits. Then add the crushed cornflakes and boiled egg to a bowl and use a fork to mush the egg and mix them together. Then feed that to your birds.
Do your birds have cuttlefish bone and mineral grit at all times? If not then get some for them
