A couple of thoughts. Sighthounds/greyhounds are notorious for having teeth problems - please make sure all teeth have been recently checked out by vet, so that hard food is not too difficult for them.
If underweight - how underweight are we talking? Below racing weight? Hip bones v prominent? Many greys/sighthounds are naturally v skinny and if you are not used to their appearance can look underweight, particularly if you are used to fatter, chunkier breeds. Apologies if you are used to sighthounds, but this is something which often worries owners new to them.
Is worming up to date?
Weight is part of the overall picture of condition - I'd want to be looking at muscle tone/development and coat quality too. I work on the principle that it takes six months to get a sighthound from initial hat rack with kennel coat to something I'm proud of.
As part of that, I'd be feeding slightly less kibble and increasing the amount/variety of other items. I'd include things like regular weekly servings of tinned mackerel in oil, liver, raw or scrambled eggs, tuna etc. I'd also consider gaining weight by splitting meals down even further and offering three smaller meals, but rich in calories. Offer plenty of cheese, diced chicken breast, and if they like them, give them raw chicken wings. Pigs ears to munch as a treat.
To gain weight, I'd also consider using something like "satin balls" or similar as a supplement/meal replacement to help put on some weight. Lots of recipes out there - the one I use is to start with a tin of evaporated milk, and pour this over some porridge oats to soak in. Then add raw minced turkey or chicken, a pack of full fat cream cheese, raw egg, dollop of black treacle or maple syrup, raw wheatgerm, mix thoroughly and form into little balls or patties - you can give these as a supplement or even as a sub for some meals.
Also, do come over to the Sighthound thread - you'd be very, very welcome and lots of ideas there from other pointy owners. 