My dog is a yorkshire terrier and she is under weight.?

The vet said we need to make sure she gains weight but she doesnt like the food we give her i give her diffrent kinds of food but she act like she hates it! What type will help me i love her and it's unheailthy and i want her safe soo when i lay my head at night i cnt be SURE SHE'S OK !!!!!!!!!!!!!!!!!!