Heya! So, it sounds like you’re making pretty good process.
I wish I had better advice to give you, but all I know is that resistance/weight training is the best kind of exercise when trying to gain a few, because if gives you more muscle mass. Aerobics and cardio (especially if you burn more calories than you put in) will only make you lose more.
For me, as far as eating higher calorie foods…things like PowerBars and such actually have as much, if not more calories than a candy bar, but has more protein and good stuff in it for you. And I don’t think they’re too filling either!
Well…here’s a link to a site I found helpful in trying to figure out a good routine and diet for myself:
http://nutrition.about.com/od/dietsformedicaldisorders/f/GainWeight.htm
Best of luck to you m’dear! :D