I use a few frozen pinkies now and again but not many of my birds are interested in them, the siskins I had liked mealworms but the others weren't bothered.
Broccoli, petit pois and soak seed are more popular.
A lot of people keep them as pets and it's up to them what they keep, I like a smallish ferret but they are still big enough to work.
If I was offered some true micros and I had cage space I'd have them as pets.