How long have you been trying to 'fatten' him up? How old is the crested gecko? What is your setup?

If he is eating what you do give him.. then keep feeding him what he likes as long as its healthy. Adult crested geckos only need to be fed about 3-4 times a week, babies more often.

Get a good gram scale so you can weigh him..then weigh every week. This will be a far better way to measure if he is putting on weight than just appearance. It can also take a month or more to see any significant change. If no weight gain at all in a month, and his activity/eating gets worse, he may have parasites or another condition so will need to bring a fresh stool sample for a fecal at a vet.

Posting some good current pictures will also be helpful as what you may think is a little skinny, could be perfectly find for a crested geckos
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PHLdyPayne