Hiya. They should know how to shell the sunflower seeds yes. Sometimes they just pouch sunflower seeds and save them for later, but if you find any shells lying around their cage, this will tell you for sure if they are opening them or not.
However, with Russian dwarf hamsters, even if they are pure-bred winter whites, sunflower seeds are high in fat, so as a treat, I wouldn`t use them as a taming/training aid too often. Maybe using a small amount of loose millet in your hand would be better, or offer a single hemp seed? Hemp seeds are sometimes found in canary mix sold for birds, but they can be bought in any supermarket or healthfood shop.
Only use a teeny amount of seed for taming purposes though.