First of all congratulations, I have my girl pregnant with her first litter too.. she is a silkie terrier, we are expecting thanksgiving babies, she is not a picky eater but at the begining of her pregnancy she got morning sickness and would not eat, the vet told me to mix a bit of plain yogurt with her kibble and also give her 3 or 4 small meals thru the day. Just yesterday I started adding a boiled egg to her meals, I smashed the egg with a fork and mixed it with her kibble and a bit of wet food and she ate like a starving dog..
you might want to try that too.. best of luck with your baby..