Next to the dry and fresh main diet, your cockatoo needs some extras, mainly animal proteins. It only needs this once in a while and in small quantities. In this category I also list leaves, tree bark and grit / gizzard stones even though those may not be seen as actual food items.
Animal protein
A cockatoo needs small quantities of animal protein. In nature this is obtained by eating insects or sometimes eggs of other birds. You can provide your bird with these proteins by giving it half a boiled egg every week, letting him eat the last bit of meat of a pork bone or by giving him some bird food made of eggs. You can also consider feeding your cockatoo some live meal worms, non-poisonous caterpillars or locusts.
Milk, cheese and yogurt
Cheese, yogurt and milk are not natural food products for a cockatoo at all. In nature they would never eat any of these products. Cockatoos are also unable to process lactose (they are innately lactose intolerant).
Some people do give their cockatoo small pieces of cheese or a bit of yogurt, because of the amount of vitamin D3 and calcium in it and because cockatoos love the taste of it. Giving your cockatoo one teaspoon of milk or yogurt a week will generally do more good than harm.
I give my male umbrella cockatoo about once a month a piece of cheese. He loves it.
Young leaves and fresh tree bark
If you provide your bird with fresh branches of e.g. willow trees, he will pull off all the leaves and sometimes all the bark as well. When pulling off the leaves you can notice that he actually eats a very small part of the base of the leaf. This has some vitamins, but generally the real nutritional value of this is very very low. The benefit of giving your bird these branches, is that he will enjoy himself for a very long time. In nature a cockatoo will spend hours a day feeding in this way or in finding food to eat. Trees that are suitable to give branches with leaves of, are willows, beeches and fruit trees (e.g. apple, pear, tangerine).
Gizzard stones
It is not food, but it is used for digestion: gizzard stones or grit. These are small pieces of stone with sharp edges that are used to grind the food of a bird inside his stomach. The bird will eat the stones and keep them inside his gizzard, where they will grind at the food before it is passed on to the rest of the digestive tract. You cockatoo will eat these small stones if he feels like it. You cannot oversupply him with them. You can buy special bird gizzard stones in pet shops.
Calcium
Extra calcium can be given to your bird to make sure he does not have a deficiency in calcium. Food items that will prevent a deficiency in calcium are broccoli, spinach and other green vegetables, but maybe you need to give your bird some more. The best way to give it some extra calcium, is by supplying your bird with a block of grounded oyster shells. This is basically a white block that can be hung from the side of the cage. You can also buy perches made of this material or give your bird cuttlefish bones. Your cockatoo will ingest the calcium if he feels like it, be prepared to see more that 98% of it go to waste. Better waste some calcium than have your bird develop a deficit (cuttlefish bone is extremely cheap anyway). To read more about calcium deficit, please read this page.
Do not force-feed your cockatoo with calcium, for example by mixing it through his other foods, because too much calcium will also result in disease.