I would consider caging them separately and tackling each as a totally different problem. The male seems to want to interact and you may have more luck with him in the long run, he's not as much of a problem...
I'm really sorry to hear your female is bald...this is not good. I would reccommend taking her to a vet to get some tests done to see if she is plucking for a medical or mental reason. It is also possible that the male is plucking her, hence separate them. Connie (andies mom) has a little plucker and I'm sure she would be able to give you advice regarding solutions. I would also put a feather boa in with the female, if she needs to pluck/preen let her do it on something other than her own feathers (Connies suggestion on a different thread in this forum).
Just because the two birds were housed together when you got them, it doesn't mean it's always been like that, they could have very different backgrounds. I don't think that either is beyond taming, but start slowly (especially with the girl) try just talking to them through the cage bars for a while and let them settle into their new home....
One last thing...
PICTURES PLEASE!!!

We all love pics on this forum so if you want to post any you'll probably get a number of compliments about you two little ones

Oh, one other thing, what sort of a diet are they on? Is it seed and/or pellets, have you been giving them fresh fruit and veggies? Depending on how much the person knew about keeping birds before you got them, they may need a bit of extra TLC in the food department. Try looking under the "diet and health" section of the forum for more info. If they aren't being feed a proper diet it can lead to behavioural issues (possibly plucking...)