First off. Petie seems to be doing great. Very tame, bonded with us very well.
Over the last several months, he's actually gone through a couple of moults. Seems to be different groups of feathers. No bald spots, etc. and he seems to have just finished his last one. I did see several pin feathers on him tonight.
However, about a week ago, I started noticing black specs on the bottom of his cage. Now, my first thought is does he have mites? He was checked after I first got him and clear. He's not been exposed to other birds, so I am not sure how he would have got them. His feathers seem healthy, he doesn't seem to scratch any more than normal, which is not much.
I probably don't spray him enough. Once every two weeks. I've tried other bath methods, but he's just not interested. I've seen no actual bug movement.
From your description it's difficult to know what you are seeing.
Line the cage with clean white paper kitchen towels right before putting your budgie to bed for the night. First thing in the morning, check the towels for any little moving red spots.
Post a full sized picture (please do not use a thumbnail attachment directly from your computer - use a photosharing service to upload the full size picture) of the dot's you are seeing and we should be able to offer better advice.
To upload full-sized pictures with the proper orientation, please use a photo-sharing service such as PhotoBucket and follow the steps in these instructions: How to Post Pictures from PhotoBucket
I think I figured it out. Petie seems to put on new feathers and goes in a minor molt about once every two months. At the time I saw the black dots, which would blow away if you blew on them, he had a lot of pin feathers on his head. I noticed on these feathers, there were little black dots. I believe this was sheathing from his new feathers. I've looked after it's been dark. No red moving dots, no abnormal scratching, no restlessness at night and since the new feathers have come in, all black dots have disappeared.