Are these smart bulbs or dumb bulbs? (Cree makes both)
From your description, it sounds like they are smart bulbs. If so, same rule applies to those as to any smart bulb: don’t use a dimmer to control the current to the bulb, whether that dimmer is smart or dumb. The bulb’s ability to dim itself and the switch’s changing the current will mean the two devices just confuse each other, and you’re quite likely to burn at one or the other.
OK, that said, as long as the bulbs always have full current (for example, if they are getting their current from a plugged in table lamp which is not connected to the wall switch), then you can hardwire the Lutron dimmer switch to any circuit which is NOT feeding the bulbs, and then use any of the regular SmartThings Dim management Smart apps to have the bulbs “follow” the switch. I think “trendsetter” is the most popular right now, but there are a number of others, including “dim and dimmer,” " dim with me" and others. You can find these on the quick browse list for lighting in the community – created wiki:
(Unfortunately, because the wiring is different, you can’t use the typical trick of relooping the circuit around the switch that you can do with some of the Z wave switches.)
As far as the pico’s go, as @marktheknife mentioned, they are invisible to smartthings through the official integration. You can still use one to control a lutron master switch, so you can use them to set up a virtual three-way, but that’s it.
If you do want to use Picos to do anything else in SmartThings, you have to follow the steps that Mark mentioned:
One) you must have a Lutron smartbridge pro, not the regular SmartBridge
you must have a raspberry pi or an always on PC that you can use as a “man in the middle” server
and then you use the community – created code that Mark linked to in his post
That method works well, but it requires a strong technical background to set it up.
So there are some options, but it’s probably not quite what you were looking for.