Wow! Looks what I've been missing because of my *not* visiting Pet Behavior. I'm so sorry I didn't respond earlier!

Its so nice to hear Sky is warming up to you and actually *wants* to take her baths now. What Rocket is doing..............is probably out of jealousy. My birds get jealous of each other do and then do wierd things like that. I was thinking.............maybe you can buy a second budgie bath tub for Sky, so they both have one of their own? Also, have you tried giving them a mist shower, with one of those water spray bottles? Birds normally love that, if you spray up and make it fall on them like rain. Mine do! Maybe you can try to bathe Sky in that way. It is important for her feathers that she does get her baths, so do try your best to have her take them!