Set names to attributes when creating JSON with row_to_json
select 
   c.id,
   (select row_to_json(_) from (select c.first_name, c.last_name) as _) as first_last,
   c.age
from
   customers as c


will do what you want without any performance impact (and is not too verbose):

  id  |   first_last                                |   age
------+---------------------------------------------+---------
  1   | {"fisrt_name": "John", "last_name": "Smit"} |   34