Just thought I'd put in my two-cents! Your son does not seem abnormal to me-my son is almost three and is only 24 pounds and has been for the past year or more-and while the doctors were worried about his lack of weight gain for awhile-after I went to the gastroenterologist to rule out true medical problems-we found out its just genetic (I tried to tell them that originally-I have 2 brothers who were the exact same way and my other son is falling suit as well), so if your kiddo is hitting milestones and doesn't have underlying medical problems and your doctor isn't concerned, I wouldn't worry about it too much. He probably just has a great metabolism and is active like my boys!
That being said, here are a few things I tried! Butter on/in anything possible, cheese, peanut butter, cream cheese (my son loved cream cheese and jelly sandwiches-was something different for him), bagels, eggs, pasta, pizza, hamburgers, tacos.
And my kids love dessert and nothing wrong with that in moderation (we have something small usually after dinner-sometimes ice cream, sometimes popcicles, sometime fruit with whipped topping, sometimes a snack size candy bar-so sue me :D, but I am convinced because my parents didn't allow us dessert barely at all when I was growing up, I learned to sneak candy and sweets as a teen and didn't learn how to eat them in moderation, so I'd rather my kids learn the art of moderation with sweets than to be denied all the time and learn to sneak it as I did-and further proof is my hubby is opposite of me-his mom allowed him small desserts almost nightly and he is the type of guy that a normal bag of skittles will last him three days because he has developed a habit to only pull out 5-10 candies and then is able to put the rest away for another day-and by the way, the rule in our house is that my kids have to eat their food or no dessert-and there have been times where my DH and I get our dessert, but my son refuses to eat his dinner, so he goes without dessert too-i know...mean mommy!).
And there is new research that choc milk is no worse for kids than white milk and actually, kids who drink choc milk drink more milk (both choc AND plain) and get more calcium and vit D than kids who are just made to drink plain white milk and have healthier bone/teeth health into adulthood! So power to the choc milk :-)!
For the Pediasure, we were trying that too, but were told if it did not make a difference in weight gain in about three to six months (I took him in for weight checks every other month), to get rid of it because it is just a ton of extra sugar, which can cause unhealthy weight gain (granted, my kid was drinking about 4 a day-by MD direction-and in the end gained a pound but no more)! Getting him off was a bit of a challenge because, like your kiddo, he really liked it, but I just started substituting choc syrup (there is now sugar free that actually tastes good) or strawberry syrup into his soy milk (my son is also allergic to milk so that makes things even more difficult gaining weight), but after awhile he stopped noticing he wasn't getting Pediasure.
I hope some of this helps and truly, I wouldn't worry too much because in a society of childhood obesity (and the fact that my side of the family really struggles with being heavier), I am so thankful that my kids have their dad's great metabolism and hopefully won't have to go through the weight issues I have as an teen/adult!