Lots of differnt pellets out there. Over the space of a week to 10 days gradually reduce the amount of the old food and mix it with the new until you are only giving the new. They may well reject it for a while but don't worry. As long as they are still eating their hay and their veggies, they will be fine and they will give in eventually.
Depending on your budget, Asda own brand nuggets are supposed to be quite good. Burgess excel ones too (the ones with mint are best as they don't have molasses in them - best to try and avoid ones with those in or ones that are high in calcium).
The best of the best seems to be Bunny brand giunea pig food sold by ZooPlus in the UK but it is not the cheapest. Zoo plus also sell JR Farm grain free and Vitacraft emotion which are thought to be good ones. I've tried both of those two and the Burgess I mentioned. The JR farm one is probably the least favoured by our piggies.