L.B.
First thing to relieve your mind of is, you don't have to feed her breakfast things at breakfast...or dinner things for dinner...and especially not "snack" things for snacks (at least not the marketed, packaged kinds, anyway).
Pull out an ice cube tray (or get a new one, preferably a BPA-free one from, say, cottonbabies.com or thesoftlanding.com). Stick in any kinds of foods you can think of that are very nutrient-dense. Mashed-up kidney beans in a little honey or molasses. Fine-chopped cooked or raw broccoli in a little salad dressing. Put in some kind of dipping sauce for crackers or thin-sliced chunks of tofu.
Don't worry about protein. The only way to suffer protein deficiency is to not get enough calories. We don't even have an English word for protein deficiency - that is how rare it is in 1st-world countries! Do you know what the word for it is? Kwashiorkor. We get our protein from the same places the animals get it: from plants. Our bodies know how to combine the amino acids from one food that we eat for lunch with the amino acids we eat in a food we have in a juice or snack three hours later (or for dinner or whenever). So scratch another worry off your list!
If you do want to pack a protein punch, try seeds, nuts and nut butters. Obviously, at her age, nuts and seeds still present a choking hazard, so you will want to grind them up or put them through the blender. Make sure to store all nuts, nut butters and ground nuts in the fridge or freezer, or they'll go rancid (especially the ground nuts). You can make these fine-ground nuts a "dipping sauce" of their own. It will be fun for your daughter to "bread" things with them, like wet veggies, say, zucchini.
Instead of oatmeal, try quinoa. Or millet or kamut (you might want to put the kamut through the blender, either before or after cooking, since it's a large grain and presents a choking hazard).
Cook lentils and put them in that nibble tray, too. Or greens, like Swiss chard or collards.
Sweet potatoes are low on the glycemic index, too. Cook them up!
Save yourself a lot of waste by freezing these foods that you cook in ice cube trays. Pull them out per meal/snack and add a little hot water, and they thaw in minutes. Or just stick tehm in the fridge a few hours ahead of time.
The point of the nibble tray is to prevent fights over food by putting the power in her hands, and giving her the choice of what to eat, though you decide on what the options are. She doesn't see it this way, though. She just sees that she gets to choose ;)
Let your daughters see you eating these foods, too, and they'll want to eat what you're eating. Don't let them see you eating things that they can't eat. That isn't fair, anyway! Just make healthy eating and healthy cooking a way of life, and they will accept it sooner than you think (habits such as taste preferences shift pretty quickly).
Also, you can get a juicer ($20 at Wal-Mart) and juice things like leafy greens, celery, carrots, beets, and so on, and maybe add an apple for sweetness or, if that's too much because she is that sensitive, try a little stevia (I have found the KAL brand to be the best-tasting and the best value for the money, with over 1,000 servings per little bottle!).
You can offer this juice as a drink or stick it into popsicle molds (there are BPA-free options for these, as well - http://www.naturemoms.com/blog/2008/07/04/cool-off-with-h...) Or don't even use stevia. Just let her get used to enjoying other flavors besides sweetness, and you might be surprised at how quickly she acclimates.
Finally, I wouldn't even try to make her eat. If she's hungry, she'll eat. If she skips a meal or two (or three or four!), it won't be the end of the world. Honest. Don't become her short-order cook and don't try to force her to eat what she doesn't want. Just try to cook or prepare a big variety of foods, explore together, find what things she likes, and go with that. Keep on experimenting and trying new things.
I got most of these ideas from Super Baby Food by Ruth Yaron, and the nibble tray idea from Dr. Sears (don't remember which book - the Discipline Book, I think). Both are highly recommended!
Here's a list of low-glycemic index foods: http://www.nutricoach.net/low_gi_foods.html
L.
