Whether or not to feed pet budgies grit has been a controversial and heavily debated topic in the budgie-keeping world.
Budgies in the wild have been observed consuming grit (broken up stone/pebbles). The uptake of grit plays an important role in digestion by helping to break up food in the crop.
Captive budgies don't eat food that is difficult to digest as budgies in the wild do. In captivity budgies are fed a controlled diet of seeds, fruits, and veggies; these foods are easily digested and therefore grit is unnecessary. Feeding budgies grit may even be harmful, as a budgie may unintentionally eat too much of it, causing its crop to become compacted, a serious medical complication.
These days the budgie community is leaning toward the latter argument, against feeding budgies grit. Personally, I do not feed my budgies grit. I have found it unnecessary. However, the choice to feed grit is a personal one and each budgie owner must make their own decision on whether or not to use it.