I'm the same way-makes me feel better that if they do get sick-they have some body fat reserves to use and I think they do better.
First-if she hasn't been wormed lately-I'd say do that; they can often have worms and no matter what you feed your just feeding worms. You can bring her poop to the vet to check (don't worry-we've ALL brought poop to the vet at one time! lol) if she's on a worming schedule then no bother
You'll want to do weight gain slowly
If you don't free feed try adding just a big more dog food. I'd say 1/8 of her daily intake added to the day. Probably the most sustainable weight gain is just increasing the *amount* of food she gets a day.
Cheese is great for weight gain and they love it. Most dairy is high fat-so long as she tolerates it that's a great way. But it is full of cholesterol so make sure not to give too much

You can also give milky water-my dogs love this. Milk is pretty rich so I'll give them a bowl that is 1/4 milk and 3/4 water as a treat

or 1/2 -1/2
You can also just do non lean steak/meat cuts (I'm a veg so I have no idea how to describe what cut you should get-I just bumble around the meat section until I find what sort of looks like steak-and then I cut those up and cook them in portions for Mikey)-you could look for a marbled meat that has some fat on it.