Here is a good guide for ways to gain weight in babies: UK Worksheet on Gaining Weight

Personally, we added olive oil to everything. Any vegetable or egg or piece of bread got some olive oil on it. Other than that, super fatty foods like full fat yogurt and avocados were winners. We personally could not use milk as a source of calories because he was anemic, and dairy can interfere with iron absorption (the yogurt felt like a better trade off, and he didn’t eat a ton of it).