Very interesting table in the appendix, linked to in the "Supplementary" section [0]. The table is "Supplemental Table 2. Attributable risks and fractions in risk of severe COVID-19 outcomes associated with BMI across age groups" on page 5.

The main datapoint is that for a BMI of 23, there is very little risk.

[0] https://www.thelancet.com/cms/10.1016/S2213-8587(21)00089-9/...