Sure, here is a C# function to parse JSON into an object without a third-party dependency:

```c#
public static object ParseJsonToObject(string jsonString)
{
    object result = null;

    try
    {
        // Create a JSON reader from the JSON string.
        JsonReader reader = new JsonTextReader(new StringReader(jsonString));

        // Create a dynamic object to hold the deserialized JSON data.
        result = new JObject();

        // Deserialize the JSON into the dynamic object.
        reader.Read();
        result = reader.ReadObject();
    }
    catch (Exception e)
    {
        // Handle any errors that occur during deserialization.
        Console.WriteLine(e.Message);
    }

    return result;
}
```

This function uses the built-in JSON serialization and deserialization capabilities of C#. The JsonReader class is used to read the JSON string, and the JObject class is used to hold the deserialized JSON data.

The function first creates a JSON reader from the JSON string. Then, it creates a dynamic object to hold the deserialized JSON data. Finally, it deserializes the JSON into the dynamic object.

If an error occurs during deserialization, the function catches the exception and prints the error message to the console.

I hope this helps!
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