How can I help my baby gain weight?

Sounds like you are giving him good nutrition which is being used for him to grow internally and in size. He is burning the food for the right reasons so he will not put on much weight, just growth weight. If you are really worried you must take him to the Doctor. I suggest you stop giving him stuff that you hope will make him gain weight like the olive oil, avocados etc. His body isn't ready for that sort of food yet.