I spoiled my dog. i need help?

I rescued him from a high kill shelter last september after I lost my first pregnancy. As soon as he was handed over to me wrapped in a baby blue blanket still drugged from the anesthetics (from him being nutered) I claimed him as my baby. He is spoiled rotten. When I took him to the vet she told me he was severly underweight and to feed him whatever he wanted. This habit never stopped. He tends to starve himself if I don't give him table food. He also sleeps inbetween my husband and I wth his head on a pillow and a blanket over him like a little person :( he's so cute. He is very well behaved and doesn't have any problems he is house broken and listens to comands but I am expecting my first and I can't have the dog on the bed anymore. The babying needs to stop. I'm planning on buying him a doggy bed for himself but I feel like maybe I'm not ready to have him sleep so far from me. Can someone help? I need to learn to cut the cord with my dog :( he's a long coat chihuahua/pomeranian mix and he also sheds a lot!!! Should we shave him down? My husband is developing allergies.