Within the wall switch box, there is a single black wire, neutral wire, and ground wire. I'm installing the Lutron Caseta dimmer (doesn't require a neutral wire connection). On the Casetas, there are TWO black wires. How do you recommend I connect the two components?
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.