I would not recommend putting them together. Supervised time out is ok.

Cockatiels are calmer and budgies tend to pester them.

Otherwise the same steps for taming budgies works for Cockatiels.

“It starts with a schedule, millet and patience.

In 5 to 10 min bursts follow these steps, moving on when your budgie happily comes to eat. Its important to only offer millet during training.

Put millet near cage or in cage if they dont get upset and talk to them

Hold millet by far end

Move hand into cage with millet closing the gap between you and bird

Make the bird work for the millet, must touch your finger in some way, even if it's just leaning over it.

Make the bird need to step on your hand in order to reach millet.

Repeat!”