How should I connect my Lutron Casetas switch with only one hot (black) wire?
Actually, what you called a neutral wire (I assume colored white) is actually the hot coming from the light box (technically, there should be a black stripe of tape or paint near the end, but this is often omitted) and the black is the switched hot going back to the light. This is called a switch loop.
If you had a true neutral in the switch box, it would either be a non-connected white or two whites connected together.
Connect one black from the dimmer to the black wire, the other black from the dimmer to the white and ground to ground.