Leviton added a zigbee dimmer to their Lumina line which does not require a neutral. It’s intended for hotels, but is on the official “works with SmartThings” compatibility list. It can be quite difficult to find, so you will probably have to go to the wholesaler like Gordon electronics. Or home controls may be able to get it for you. The wholesalers should have it for between 85 and $100. If you do find it from a third-party on Amazon, it may cost double that.
Manufacturer page:
Gordon had it when I checked today, but they may not always:
Note that Leviton makes a bunch of different models using the same plastic case, so check model numbers carefully is the features will differ, and only one does not require a neutral.
https://www.smartthings.com/products/leviton-lumina-decora-wall-station
2019 Update
As of 2019 there are a number of new devices available, and a new FAQ.