My wife and son both have alpha thal minor -2 gene deletion and I am a medical professional.
If you are iron deficient in addition being thal minor, you will need to take iron suppliments-this can be ascertained through an iron panel (serum iron, Iron binding capacity, and Ferriton)
If your iron is normal, then the most crucial vitamin supplimentation for a thal minor is B complex (B6, B12, and folate). B complex vitamins are essential for the creation of DNA, which is essential for cell replication. As a thal minor, your bone marrow is working much harder than a non-thal, creating new DNA for new red blood cells to replace the old ones. Thal red blood cells have a shorter life span because they are a bit smaller and more fragile. Therefore, you have to make more of them per unit time, and B complex will help your bone marrow to do this. (You may remember from elementary biology that red blood cells (RBCs) lack a nucleus and there fore you may be wondering why we have to create DNA in order to make them. Interestingly, baby RBCs have a nuclues while they are still within the bone marrow and it is usually extruded before the RBC exits the marrow and enters the blood stream.)
This is one theory for why thal evolved in the first place...you are actually less likely to become severely anemic when ill because your bone marrow is so fast to replace your RBCs. there are many other theories...but there is indesputable evidence that thal minor does protect you from dying of malaria. You can still get malaria and get very sick...but you are less likely to die from it than a non-thal.
After B complex, I think that further questions of supplimentation are more speculative. I would recommend antioxidants, Vitamin E and C, especially. Vitamin C is essential for collagen production and may make your skin look nicer. Vitamin E is a fat soluble antioxidant that has been a hopeful preventer of everything from Lou Gherig's disease to heart disease, but nothing has panned out in evidence based studies. However, a steady supply of vitamin E can't hurt.
From the point of view of food, I think that a balanced, regular diet is key. As a thal, I don't think that you can skip meals without consequence....as you have personally experienced. As to specifics of what type of diet is best for a thal...I think that is also purely speculative.
My wife and son have been following these guidlines and both of their hemoglobin levels are within normal limits, although their red blood cells are still small...that won't change as that is the defining characteristic of a thal minor. My wife just finished grad school and my son is an energetic 17 month old who tires me out.
I wish you the best