Yes — pumpkin is an excellent, safe vegetable: flesh and seeds are both nutritious, and it's rich in vitamin A.
Keeper's noteCooked flesh, or raw grated; the seeds (pepitas) are a bonus. A whole small pumpkin is a seasonal foraging project. See the pumpkin seeds entry too.
Why pumpkin is good for parrots
Pumpkin flesh is a great beta-carotene (vitamin A) source, soft when cooked and well accepted, and the raw seeds are a healthy, lower-fat alternative to sunflower seeds. The whole thing is usable, which makes it both nutritious and great enrichment.
How to serve it
Steam or bake the flesh plain, or offer it raw grated.