Whew, reading your title I thought the bun was ONLY eating Cheerios, not hay or pellets! I was concerned at first! It’s good he’s eating his hay!
They used cheerios as treats at the shelter I volunteered at, so they are fine in moderation in my experience! I’ve used them a bit too for extra special treats, but again only a few occasionally. You might see if he’ll eat a rolled oat for something a little more natural (although that’s harder to hold if you are concerned he might nip you). Especially for a new bun I think it will help with getting him acclimated and less afraid.
Cage aggression is pretty common in shelter rabbits or those that were not cared for properly. My bun Bonnie was very cage aggressive when we adopted her. With her I basically left her alone for the first couple weeks (aside from cleaning her litter box, giving food, and water). I tried not to mess with anything in her pen if at all possible (even if it meant leaving her box for 3 days instead of 2). If possible, wait till he is out of his pen to clean his box or do any sweeping up.
When she started showing signs of wanting to explore, I left her pen open but didn’t hover. Once she started exploring while we were around, she got brave more quickly. I think after about a month she accepted a nose rub. Her cage aggression went away pretty quickly once she realized she wasn’t going to be picked up all the time!
As far as accepting veggies, I would just keep offering things. Fragrant herbs like cilantro and parsley can be good at enticing a bun to try them. You can leave them in the pen for a few hours, then remove them if they don’t get eaten. Eventually he will prob venture a nibble and realize they are yummy. 🙂
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The answers provided in this discussion are for general guideline purposes only. The information is not intended to diagnose or treat your pet. Seek the advice of your veterinarian or a qualified behaviorist.