It's not a good idea to diet or to cut out dairy and wheat whilst pregnant, even if you think you are getting the vitamins elsewhere.
I am both wheat and lactose intolerant and have been advised to try to eat both whilst pregnant as there is evidence to suggest that I could cause the same intolerance in my baby by not exposing him/her to them in the womb (the exception to this rule is the whole peanut issue). Apparently babies need exposure to the "problem" food groups whilst they're developing in order to build up their own tolerance to them.
From what I can work out the current recommendation, assuming you were at a normal BMI before you got pregnant, is a gain of between 25-35lbs. If you were overweight it's between 15 and 25lbs.