I need to start gaining weight!!

I'm 12w5d, had a scan today and baby a measured 12w, baby b measured 11w. Strong heartbeats so I'm not worried. But I've only gained 2lbs in pregnancy, I lost 4 early on, and gained 2 lbs in the last 2 weeks. I'm 5'2" and very petite. My Dr isn't worried, but now that I have an appetite, I must eat!! He said I need to gain 40 lbs.

I'm gluten & dairy free so I'm wondering how this will work as cheese is off the table. Avocado, coconut, nuts, seeds, are all high in calories. Anyone else have eating habits like me and successfully​ gain weight?