The best protein for small chicks is crumbled tofu and finely minced hard boiled egg. For older chicks and chickens, occasional canned fish, liver, chicken liver and gizzards. The high grade animal protein needs to be rationed, though, as it will put a strain on the kidneys if fed more than...
You're treating this lagging chick just fine. You could introduce more protein into their diet a few times a week to further boost the chick, and feeding them all will encourage the small one to eat, also.
If these chicks are three weeks old, they no longer require heat during the day...