Dynamic fields aren't created when specified in a DataImportHandler's transformer.
Reproducing the issue:
I have defined a dynamic field (of type sdouble) in my schema called "_dynamic*". Inside the transformer's transformRow method, I am adding the name-value pair "_dynamicTest" and '1.0'. No errors are observed, but the data does not appear in the index after importing is complete.
Interestingly, I can specify that same name-value pair combination in the DataImportHandler's config file, and it does appear in the index.