You can cast ExpandoObject
to a dictionary and populate it that way, then the keys that you set will appear as property names on the ExpandoObject...
dynamic data = new ExpandoObject();
IDictionary<string, object> dictionary = (IDictionary<string, object>)data;
dictionary.Add("FirstName", "Bob");
dictionary.Add("LastName", "Smith");
Console.WriteLine(data.FirstName + " " + data.LastName);