Specific emitter identification (SEI) separates the radio frequency fingerprint (RFF) from signals, which is of great significance in solving Internet of Things (IoT) security problems. However, the scarcity of high-quality, diverse, and labeled data in real-world scenarios limits the application of SEI. Under such conditions, the SEI is referred to as few-shot SEI (FS-SEI). To surmount this challenge, we propose a diffusion model-based data augmentation method capable of generating a substantial volume of diverse, high-quality data. Specifically, we develop a multi-scale convolutional block attention module denoising diffusion probabilistic model (MSCBAM-DDPM), which enhances feature capture capabilities, laying the foundation for the generation of diverse data. Furthermore, we propose an adaptive two-stage multi-domain loss function that guides the model to learn the characteristics of the original data and further derive other similar features, thereby achieving the goal of generating diverse and high-quality data. Finally, we theoretically derive the feasibility of the proposed loss function and further demonstrate the excellent diversity and quality of the data generated by our method, as well as its considerable gain for FS-SEI, through extensive experiments on real-world signal datasets.