I bought mealworms on the understanding that bird adored them and they all turned up their noses at them! They've barely touched the fat balls all winter, unless there's absolutely nothing else left and they haven't been too keen about peanuts either. OTH, they love the seed mixture we get from the local Wildlife Trust.
Black birds love our apples, whether still on the branch or as windfalls.
The fatballs thing is weird, because over the summer I couldn't refill the fatball feeder fast enough for them.
I've two seed feeders hanging from the same pole and I've noticed that the squirrel proof feeder is always emptied last. I wonder of the birds don't feel so safe within the cage- if a predator swooped they couldn't get away so fast? We've a small very leafy tree right next to the feeders which they can dive into at a hint of danger. I've actually seen a sparrowhawk sitting on the top of the feeder pole with a tree full of sparrows next to it going "nerh,nerh,ne, nerh, nerh" at it...
I feel the same way about squirrels as does Callistomen, 'rats with furry tails'...
When we first moved to the NE we had red squirrels in the woods behind our house for a few years, but once the greys moved in the reds disappeared. Another reason not to like the b*ggers...