I think requiring them to climb to the hole is a pretty good idea, actually. When I first got Alex, he didn't know how to climb. It took a lot of practice as well as him watching Lucy do it until he got it down. Making them climb before they leave the nest box is a good way for them to start developing the skill.

Well I've put that box in later than the rest (and it's positioned lower) so it might not get a family of cockatiels in it this year. I just hope they can figure out how to leave before mom and dad stop feeding them

If all else fails, you can reach into the nestbox and take them out yourself.