Best things to eat to make baby gain weight?

I'm 33 weeks and some days and I'm worried that the baby isn't gonna be big enough because everyone tells me "wow you're so small are you sure you're that far along?? Your baby must be really small." I ask my dr almost every appt if she's growing like she should and he just always tells me she's "the perfect size, right on track etc." if that's true than why is my stomach still so small? It just worries me so I'm trying to figure out what the best things to eat that the nutrients would go to her.. Does anyone have some input on this? I just don't want her to be too small, I want her to be strong and healthy and I feel like I'm doing something wrong or something cause my tummy isn't big? I just stared drinking protein shakes, and am trying to drink a glass of milk a day I've kinda started craving milk actually. I'm currently drinking 2% milk should I switch to whole?? Any advice is appreciated.. Thanks.