First and foremost, don't worry. Everyone...I mean everyone in my house is a "picky-eater", including me when I was a little kid.
As long as they are not indulging in sweets, pop, or fast food, I'd say don't worry if they eat 3 servings of yogurt a day (as an example). Afterall, they're getting nurishment, calcium, depending on the type of yogurt maybe fruit, and good bacteria for their digestive health. With my kids, I give them a multivitamin, and still serve little samples of other things along with their food of choice. I ask them to at least eat one bite of everything on their plate, and call it a meal. Most of the time, after one sample bite, they usually eat it anyway. Sometimes its just a matter of not liking the way it looks versus, not liking the food itself. Besides, if they get hungry enough, they will eventually eat more.
Another trick that works for me is to name everyting, using their favorite books, and movie characters. Grilled cheese is "tubby toast" and yogurt is "tubby custard"(the teletubbies have some food called tubby toast and tubby custard). Southwestern style scrambled eggs with hash browns is called "Dora Cake" as in Dora the Explorer. We have "Thomas the Tank Engine" pancakes, and even use an actual imported Thomas the Tank pancake shaped pan to make them. We have Dino PBJ sandwiches and use a Dinosaur shaped cookie cuttter to cut the sandwiches in dino shapes, etc.
I have recently invested in two really great books that have kid-friendly yet really smart and healthy recipes geared toward the picky eater. Check out "Deceptively Delicious" by Jessica Seinfeld, and "The Sneaky Chef" by Missy Chase Lapin. Both books utilize a variety of ways to take pureed vegetable combinations and "hide" them in kid favorites like mac and cheese, pancakes, cookies, grilled cheese sandwiches etc. Both books break down nutritional and calorie value which helps you keep tabs on if your kids' are getting balanced meals...even if they pick at it.
What I remember most when I was a kid was the "pressure" my mom put on me about eating. I was a kid who aimed to please, and I came from a home where my mom expected everything to go by the book. I was very skinny, and tended to get sick often. My mother was manic about this. Her intent was good, but she was too intense! This all culminated into my beginning to resent mealtime and food. Sometimes I'd wind up sitting at the table until 9pm because she'd make me sit until I'd eat. It didn't work. The more she punished, the more I dreaded eating. Even away from home I refused to eat. She had the principal of the school sit with me at breakfast at school to make sure I ate. It didn't work. In fact, he did get me to eat my pancakes before 1st grade homeroom, but minutes later, I barfed all over. Eventually, I subconciously began to just not eat, probably out of rebellion, and later developed a serious eating disorder (anorexia/bulemia) at a the very young age of 7.
Extreme I know, but it all started with me simply not liking but a few things to eat. My paternal grandmother was of the school of thought that you should let a child eat as the please, what they please as long as its not candy or pop. It wasn't until at my pediatrician's urging and my grandmother's intervention, did I finally overcome my refusal to eat at all. When I was finally allowed to eat as I pleased, I relaxed, and began to enjoy eating better. By the time I was in high school, I finally ate "normal". But getting to that point was not easy. I'm still skinny. I'm still picky. But I do eat.. and more than one thing. All I'm saying is to take things in stride.