If he's a picky eater, it's possible you just need to experiment and try some different types of canned food until you find some he likes. Have you tried EVO canned 95% venison? It's high in calories so it's great for weight gain and even my picky cat didn't turn her nose up at the venison. Merrick's Cowboy Cookout, and Nature's Variety Instinct Rabbit Formula also were favorites of my picky cat, and both are highly palatable. If Junior is partial to fishy foods, BFF is highly palatable (my cat had stomach cancer and she still ate the BFF until the end):
http://www.bestfriendsfoods.com/aboutfood.html. You don't want to feed too much fish, but if he loves it like my cat did you can mix it in with another food that he kind of likes.
Are there any people foods he loves? Tuna, chicken, turkey? If so, you can try mixing some in with his wet food to get him used to it. Do you free feed? Getting Junior used to scheduled feedings with his dry food is an important first step to transitioning to canned. Try giving controlled portions of dry food 2-3 times a day, and then slowly replacing some of that food with canned food.
Here are some good tips for transitioning cats that only want to eat dry food to canned recommended by Lisa A. Pierson, DVM:
http://www.catinfo.org/#Transitioning_Dry_Food_Addicts_to_Canned_Food_
This is very important though! Mostly likely the only thing keeping your cat from overdosing on the extremely high dose of insulin is the dry food. You
must lower the insulin dose before you make a diet change, because switching from dry food to canned will cause Junior's insulin needs to reduce dramatically (many cats see a 100-200 point drop). Daily testing is absolutely necessary for determining your cats insulin needs. I know it sounds crazy that I'm asking you to take the advice of people on the internet over your vet, but hundreds of cats have been brought to remission through this site, including my own.
I know it all seems so overwhelming at first. There is so much information and you are left with the hard decisions on how you should treat your cat. But in the end it's your cat, and it's ok to disagree with your vet, just like you would disagree with a doctor about your own treatment if you felt something was wrong.
Here is some information to give to your vet to help get them up to date with Lantus dosing protocols:
http://www.ncbi.nlm.nih.gov/pubmed/19539509
http://felinediabetes.com/Roomp_Rand_2008 dosing_testing protocol.pdf
http://www.tillydiabetes.net/en_6importantfactors.htm
There's a world of support and advice here whenever you need it. Also check out the Lantus user forum, if you need more advice on Junior's dose, or if you want to take a look at other spreadsheets to get a feel for how Lantus dosing is usually done.
http://www.felinediabetes.com/FDMB/viewforum.php?f=9