Feed him wax worms. I had a very skinny female leo (Twiggy) - who, to make things worse, is laying eggs - and now she's growing a nice big tail already. She loves wax worms. She can eat 7 in a row now, and just two month ago she hardly ate a cricket a day. They contain lots of fat. My other geckos get them as treat only.
wax worms are addictive and may mean that gecko wont eat anything else and will only eat waxworms that can lead to a over weight gecko that is just as bad as skinny