I think it is very important to note the difference between gaining weight from accumulation of fatty tissue, and gaining muscle mass. Keep in mind that muscle weighs more than fat.
That said, I'd suggest dropping dairy immediately. Many of us have found our bodies cannot handle dairy, especially at first. Some of us can eventually add it back in, others cannot. Other common allergens are soy, corn, eggs, meats, nuts, peanuts, and nightshades.
I'd also highly recommend
high quality coconut oil. It may very well be one of the healthiest fats you can eat, as it can boost energy, thyroid function, help maintain the health of the skin, hair and nails, fight candida, and so much more. Besides, it tastes great! Use it in place of all cooking oils (except deep frying), and in place of butter or margarine. It is solid up to about 76 degrees, so it melts easier than butter too.
For grains, try using amaranth, Kasha (roasted buckwheat), or teff for a hot cereal. There's also millet and sorghum, the flours of which are very well suited for baking. Millet can also be cooked and used like rice, and goes well with all sorts of things.