Agree with everything Katt said above- esp the part about it being too young to label her as "picky" and the fact that sending her to bed with no food will teach her nothing. That's a cause and effect learning opportunity that I don't think she can understand for a year or more......
I know how you feel about wanting to ensure she is eating, and making consessions to ensure it happens when you have a LO who is small on the weight/height scale. My DD1, who is now 5.5 YO, has tracked along the 10th-15th percentile for weight since birth. From Day 1, I worried about how much she ate- until I ultimately accepted that there is little I can control how much she eats. and she's not going to starve herself. That realization came for me when she was around 18 months old. I guess I think the term "picky eater" gets thrown around too readily, and in my case, I describe it more as a "small appetite eater".
I also don't think you should beat your head against a wall constantly trying new foods and doing that over and over until she accepts them. I think I have read here, and other places, that sometimes it takes up to 20 times of offering something before a LO will eat it. No way I would ever do that. I try something 3-4 times, and if they don't want it, it doesn't get tried again for months or years. Doing something over and over, and expecting a different result, is the definition of insanity, right?
I do think you need to continue to offer new foods, and try and set yourself up for success by doing things like offering it earlier in the day (like Katt suggests), offering new things first when you know she is good and hungry etc. When I make a plate for my kids, I try to offer one thing I know will get eaten, and one new or different item. And find a middle ground so DH feels like he is being listened to and his suggestions respected. I have an ongoing problem with that in my house, and it causes a lot of friction between DH and I.....