it sounds like the problem isn't so much that he needs more "fattening" ideas -he just needs more food period.
I had this with my father after his wife was institutionalized - he kept saying that he is ok and he is eating fine but i could tell he isn't. I started preparing meals for him - making sure they are full meals in each box (i started by just making the main dish and telling him to add a salad and/or cooked frozen veg and starch but i realized he wasn't doing that).
i cook for myself once a week usually. when i 'm cooking for him, i'll do it once or twice a month.
so what i will do is put together a bunch of small plastic containers, each containing one full meal, with a protein (chicken, turkey, chicken patties, tofu, etc), a cooked veg (eg., brocolli, or eggplant stew, or green bean stew) and a starch like brown rice, quinoa, even mashed potatoes.
In winter, i make lentil or bean soup - he loves that and buys himself some fancy bread to go with it. let your FIL have bread with butter and cheese.
I make sure he buys himself fresh fruit and veg. he somehow latched on to the 'five a day' concept, so even tho he isn't a great veg fan, he will eat peppers, cherry tomato, etc