I don't know how this would work, but here goes:
If your CodeDOM code is generated in a separate project, generate the classes and then add the file names to the .csproj file (it's just XML) of a library. Have it ordered to build first as well. Then have the library's pre-build event run the code generating app, then it will compile. When you click on VS the next time, it will ask you to reload because the project file has changed and your new classes should show up.
It seems a little hacky, but with a little scripting it could be automated.