Can't Diabetics gain weight?

Actually, most Type 1's are not what you'd call skinny. Most of us actually are on the high side of normal, because the way we dose insulin in little pools tends to make us resistant to losing weight. Some Type 1's are skinny because their BG's aren't in very good control, which causes mild weight loss even with insulin therapy. Try focusing on foods that are high in good fats, but mild on carbs, like nuts, oils, sugar-free premium ice creams, and full-fat milk. Protein supplements don't contain steroids, as you already know. Just watch the carb count and dose yourself accordingly.