In my experience, I have learned that beet pulp is pretty useless and doesn't actually offer that much nutritional value. Some people really believe in it though, so it couldn't hurt to throw it in with his grain. Generally, hay it what puts weight on, not grain. Try feeding hay by weight instead of flake count for a while. Throw him a substantial amount and if he eats it all, add a little more. When he starts leaving small scraps behind, you've found a good amount.
Also, Coco-soya oil helps. It gives them some extra fat and it makes their coat shinny too! I had my horse on plain old corn oil for a while as a coco-soya substitute and it works just as well. Just throw a cup on with their grain.
"There is something about the outside of a horse that is good for the inside of man." ~ Sir Winston Churchill