It takes a while for them to put weight on, but it sounds like you are on the right track with him. It sounds like you have already had the vet out to check him out, so his overall health, teeth, deworming, etc have all ready been checked then.
I would make sure that he has free choice all he can eat good quality hay and/or pasture, that's the most important step.
What type of feed are you currently feeding him and does he get the full recommended amount it suggests on the feed tag for his size/work? Does it give your horse all of the recommended vitamins and minerals he needs if fed at the full amount?
I like high fibre, high fat feeds. I also like to use a ration balancer if I'm not feeding the full recommended amount it suggests on the feed tag. Ration Balancers can be fed alone or with only hay, pasture, beet pulp, alfalfa cubes or alfalfa pellets at the full recommended serving. The one I use is meant to work with the feed I use, so depending on the amount of feed I am feeding depends on the amount of ration balancer I need to feed. Ration Balancers add all of the vitamins and minerals that horses need.
Since he doesn't seem to like the beet pulp, you could try alfalfa pellets or soaked alfalfa cubes. You could also try adding some type of "fat" to his feed, if his current feed doesn't have any added to it. Flax seed, oils, or rice bran are all good sources of fat.
I have no experience with western saddles so I'm not sure what to say, but I would think that if the saddle fits your horse properly and you use a good quality pad underneath, it should be fine. Maybe you could get a saddle fitter out to check the fit, just to be sure.
I can see why you ended up bringing him home with you! He is a nice looking horse.