I can't say anything to either Atton or Bao Dur except playing Pazaak or asking for shields. It seems to me that it may have stalled, since I am on my first planet now and Atton hasn't said much since Telos. I exhausted Bao Dur's initial conversations, the ones:

 

Like about his arm, and about Malachor, and the remote

 

And he hasn't spoken much either. Is my game bugged?

You just need to raise your influence with them a bit more. For Bao Dur, after I exhausted all of my conversation options with him, I only needed to raise my influence with him two more times to complete his Jedi conversion.

 

Atton's a bit more of a pain, since there seem to be few opportunities to please the ornery sod <_< I just murdered two or three people on Telos to raise my Influence with him.