Why do you think he's underweight? Did you have a starting weight to go by with him and he's lost, or is it because he is under the average Senegal weights that are posted all over the internet?
Here is a diagram that shows what to feel for, and the vet can always say if the bird is at a good weight for him so you know where to go from.
A bird that has never flown may also not have as well-developped muscle mass when being compared to a bird that has always flown, which is the case with my Greys.
Does he eat other things too?