The short answer
Yes — bell peppers are a colourful, vitamin-C-rich favourite, and the seeds are fine too.
Why
Bell peppers (capsicum) of any colour are excellent for budgies. Unlike fruit pits, pepper seeds are completely harmless, and many budgies love pecking them out.
How to feed it
Wash it and offer a strip or chunk, raw, seeds and all. Any colour works.
How much & how often
Daily is fine.