Well, I am personally of the belief that there is no way to *force* weight gain or eating on a LO, and if they are genetically programmed to be petite, their body is going to try and maintain that. I say this as the Mom of a 4.5 yo who peaked at the 15th percentile for weight. DD2 is now 19 mo and currently in the 25th percentile (was at the 50th from birth to 12 months). My kids interest in eating, and food in general, has reflected this difference in their body types their entire lives thus far.
However, there are high fat foods and tricks you can use. Feeding foods high in good fats, like avacados, nuts, preparing food in olive oils etc. You can also supplement their diet with Pediasure and other dietary supplements, but honestly, unless your LO has nutrition issues, this is unnecessary and really plays on fears parents like you have that your LO is not getting enough through diet.
HTH. Perhaps others have additional suggestions. This topic comes up periodically.