What kind of pellets are you feeding? I’m not surprised he prefers his vegetables, nothing wrong with that, they should be a good portion of his diet.
There are two categories of vegetables, what most people call greens, and the other vegetables. Green are leafy and include things like lettuce (Romaine is good), kale, bok choi, spinach, mint, parsley, dill and carrot tops. (There’s an excellent list in the article on rabbit.org I believe you were given a link to in another thread.) These greens should be the bulk of the vegetables in his diet. broccoli is good for him, but a few bites a day of it is enough (the recommendation is about two tablespoons per two pounds of body weight I believe) while the greens can be given in much larger quantities, once he is used to them. So good work on the slow introduction, but you may want to try to focus more on something similar to the Romaine, even another kind of lettuce, like green or red or leafy.