How do I convert a single char to a string?

Use the .ToString() Method

String myString = "Hello, World";
foreach (Char c in myString)
{
    String cString = c.ToString(); 
}

With C# 6 interpolation:

char ch = 'A';
string s = $"{ch}";

This shaves a few bytes. :)

You have two options. Create a string object or call ToString method.

String cString = c.ToString();
String cString2 = new String(c, 1); // second parameter indicates
                                    // how many times it should be repeated