So I spent a long time talking with my trainer about this. She thinks that we've spent a whole year trying to figure out how to add that little bit of weight. We've tried so many things and she always is just right, with no extra weight. We've come to the decision that we could add 20 more things to her diet, and it won't add weight. If we gave her 5 days a week off, she might put on some weight, but that's never going to happen so we're going to quit worrying about it.
Oddly enough the gelding I just bought is about the same. Trainer says that he's always been just right, even though he's out on pasture 6-8 hours a day and eats 3-4 flakes of hay a day. We have thin horses. Oh well...wish it was that easy for me!