Are you feeding them a chick starter feed? If they're picking out certain parts, is it because the feed is individual grains, and they're finding their favorite ones?
A chick starter crumble is homogenous, so they wouldn't be able to do that.
Look at a different style of feeder.
How are they dumping it? If they are tipping it over by standing on the rim, get something heavier that they can't tip. Or get a feeder that hangs.
They are like babies/toddlers, figuring out their world.