Hi Cat,
Sorry to hear the spray hasn't gotten rid of all of the mites

I think a dip may actually help Petey. I've found several suggestions for dips here on the forum (I searched on "mites")... if you can locate Permectrin II as Jay3 suggested above that would help I think. It's available online at Jedds (
http://www.jedds.com/ProductDetail.asp?MainCategoryID=25&SubCategoryID=823&ProductID=3298). I'll bet you could get overnight shipping.
Ask your vet if they have Permectrin. If they do - Mix 1/2 oz. or 1 Tablespoon to a gallon of warm water. Mix 3 gallons or so. Hold the bird in the water, but make sure to hold his neck and head up and out of the water. You can also make a spray with it by mixing 2 Tablespoons per gallon of water. Make sure to spray it under the wings and tail.
Another suggestion I found here was to get the stuff that's made for cats (with piperonyl butoxide and pyrethins). Its not a shampoo, but rather a liquid that you dilute and use as a dip. I think WalMart may have it. Renee (Lovebirds) probably has recommendations for the diluting ratio. Just mix it in a 2 gallon bucket and dip Petey in the bucket.
Another member here suggests epsom salts and borax, or apparently just borax, as "learning" says in another thread "I use about 1/4 cup of Borax and a little less of Epsom Salts from the grocery store in about 4 gallons of bath water once per week."
And you could also try Sevin dust or diatomaceous earth (you want the one that is
NOT for swimming pools, but the human or pet grade). Call Home Depot or Lowes - or any other garden center in your area... they likely have the diatomaceous earth.
Hopefully others will be along with suggestions as well. Please keep us posted.