Fattening up a horse should not have to cost a fortune and should not happen extremely fast. Blu was neglected and abused so I have gone through the weight issues before.
Corn Oil is normally cheap and easy to feed. If you are graining already, just put in about 1/4 cup into the grain.
Beet Pulp works wonders too and its not all expensive. It comes in pellet and shaving form. All you have to do is soak it in warm water overnight and feed it in the morning. You can also mix this with grain.
Good old hay does just as good but it may take a little longer. I normally grain Blu over the winter. But this year I didn't much. All he got was his alfalfa/grass hay and he maintained healthy weight.
Sometimes food and rest is all a horse needs.
Good Luck! I hope this helped!