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Great. Could you share these instructions?
As of April 2017, there is now an official cloud to cloud integration with SmartThings and Lutron Caseta. 
Any chance I could get someone to post a model number of the no neutral require Lutron switch?
Model # PD-6WCL-WH
The PD6WCL model is a dimmer switch that does not require a neutral. It can also be configured to act as an on/off switch. This is the switch that is usually included in the Lutron âstarter kitâ which also includes the Lutron SmartBridge which will be needed for SmartThings integration. ( when SmartBridge can handle up to 40 lutron devices.)
The model number will have an additional suffix, but that just applies to the color of the outer case.
http://www.casetawireless.com/Pages/Products.aspx
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https://www.amazon.com/LUTRON-PD-6WCL-WH-Caseta-Wireless-Dimmer/dp/B00KLAXFQA
And of course the pico remote, which are used as auxiliary switches for three ways, do not require a neutral because they are battery-operated.
https://www.amazon.com/Lutron-PJ2-3BRL-WH-L01R-Control-Favorite-Setting/dp/B00KLAXFQ0/
Thank you!
Do you know if they make a on/off switch that works with two wires?
The switch with no neutral is PD-5WS-DV. They work flawless but make sure it come with the capacitor that crosses the load