Piggies can eat raw asparagus.
With pellets you can either do it slowly, although many piggies won't like it.
Or you can go cold turkey - but you have to be tough; it can take up to three weeks until they accept the new pellets. You need to give extra vitamin C until they have made the switch (but not in the drinking water please, give a bit more vitamin C rich veg like parsley, broccoli or pepper). I would keep the second option only for when they first one doesn't work out.
As pellets only make a fairly small proportion between the up to 80% hay and the 15% of veg, you do not need to fear that they will go hungry or lose out a lot. Many people on the continent won't feed pellets for instance, they feed a bit more veg.