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I am an independent unreformed Pagan tribal ruler and when I give an unlanded tribal courtier a city or a temple, their government changes to the correct type, but when I give them a castle they stay tribal (and have the wrong holding type penalty). I think it might only apply to county capital castles.

How do I create a feudal vassal as a tribal ruler? Every time I give an unlanded tribal courtier a feudal title, they stay tribal.

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    How do I create a feudal vassal as a tribal ruler? Every time I give an unlanded tribal courtier a feudal title, they stay tribal. – Tahsis Claus Nov 6 '15 at 22:52
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I'm pretty sure there are no automatic conversions between tribal and feudal character types or holding types. There are strict conditions for converting either one, and there does not seem to be a path for a tribal character to convert to feudalism if they don't hold any tribal lands: the wiki says you must have a stone hillfort to adopt feudalism.

What you can try is creating a new vassal, the way you would for any newly built or acquired holding that you don't want in your personal demesne.

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    After asking the question initially, I confirmed it only affects county capitals, so that button does not apply, as it can only be used on baronies (but it is definitely useful given how aggressive I apply and I forgot about it until now). I would think it's a design decision to prevent you from easily changing to feudalism, but your heir could just be given a castle barony. – Tahsis Claus Nov 9 '15 at 21:21

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