Yes, it's OK to shine it on their faces. Birds can actually tolerate medium ultraviolet (UVB) light a lot better than humans can - that's the part that gives us sunburn. Unlike us, birds can see into the near ultraviolet (UVA) part of the spectrum. They can see colors that we can't even imagine!
Many birds have markings that are only visible in UVA light, and some of the markings on male budgies look extra-good to females in the UV part of their visual spectrum. Tests show that females prefer the males with the best UV fluorescence! They say that females don't have this UV fluorescence, so that's probably why one of your birds glowed and one didn't.
If you're interested in learning more about birdie vision, there's a simplified article at
http://www.windowalert.com/birdvision.html and a more complex one at
http://www.webexhibits.org/causesofcolor/17B.html