I'm really lucky in that Stewie usually puts himself to bed, but of course there are times I need him to go inside and he doesn't want to. Clicker training helps and paw0214's advice is right on too.
When I need Stewie to go inside I make sure he sees me putting a Nutri-Berry in his cage. Then I put him on the door and let him decide if he wants to go in or not.* Sometimes it takes more coaxing (waving the treat in front of him), but he loves Nutri-Berries and will do almost anything for them. He knows he only gets the very special treats inside his cage.
*Letting him think it's
his decision to go inside helps prevent him from flying away every time I carry him close to the cage. I also vary the routine - so sometimes going back to the cage means he has to go inside and sometimes it means fun and treats (i.e., we do training on his cage) ... this way he doesn't automatically assume going to the cage is bad.
You should be able to train them to go inside voluntarily, but it might take a little while. Don't give up.
