I don't remember whether you've tried asking them to step up on a stick instead of on your hand. Some birds cooperate better with a stick.

they all are scared of the stick when I offer it to them. I guess they just don't understand why I point such an object at them. They normally fly away from the stick

This might be a very stupid question, but... Why don't you bring them outside BEFORE releasing them for the day? That way they are all already in and you don't need to chase them.

I am so worried that I will have the same problem. They are good at night time, they know the drill and that there is no way for them to sleep out of the cages so they get in.

But during the day... Oh boy, no way. Only thing I can do is to put Keith and Bubu in, and pray that the others will follow them.
But some of them like jack or Princess and especially Trilly don't give a damn and will just run away.
That's why my small aviary plan is to locate it attached outside the window... So they will go on their own terms. I refuse to spend half day running after fast birds lol

A trick that works really well with male cockatiels is to get their favorite hen and put her where you want the male to go. He will usually follow promptly. It doesn't work in reverse though, the hens don't care as much about being close to their boyfriend.

cause it's (guess what) COLD in the morning LOL
It will work later when heat comes. Morning will be perfect for outdoor time.

that;s what I am working on. I plan to buy a gazebo (not expensive one), place it on my back deck tight close to the house wall and the sliding door. Have all the sides covered with hardware cloth or whatever mesh, and let them out. oh, tarp on the deck floor.

the only cock-hen pair we have are the parents, and she is the biggest pain in the butt to catch. Plus, she won't sit there still waiting for him to come.