I bait mine with cracked corn.
Start out leaving a little outside the trap for a few days. Once the birds have located it and are coming to it steadily, put it only on the inside of the trap.
I place a dove decoy inside the trap too. In good weather...I will check the trap every two days, if it is hot....then daily.
I have permission to trap from the top of several buildings in town (small town). I've never had much luck with pigeons that live in barns (too spooky). City/Urban birds are much easier to catch and plentiful.
You will probably catch some dove as well (they need to be released).
It can be a bit of trouble for just a few birds sometimes (other times you get a lot) but nothing gets a dogs attention like a live bird!
Other places to trap (if you can get permission and hide your trap) are at large feed stores and along railroad tracks where there are graineries, processing plants, etc. The rail cars spill corn, feed, seeds and the birds quickly learn about the free meal.
But...for the most part, the tops of buildings pay off the best for me.