Viewing the IL code generated from a compiled expression

Yes! Use this tool:

https://github.com/drewnoakes/il-visualizer

This was incredibly useful when I was implementing and debugging Compile, as I'm sure you can imagine.

Create a DynamicAssembly, then a DynamicModule, DynamicType and DynamicMethod. Make that method public and static and pass it to the method CompileTo() on the lambda. When you make the assembly flag it as Save. Then call the Save() method and pass a path. It will be written to disk. Pop it open in reflector.

Something like:

var da = AppDomain.CurrentDomain.DefineDynamicAssembly(
    new AssemblyName("dyn"), // call it whatever you want
    AssemblyBuilderAccess.Save);

var dm = da.DefineDynamicModule("dyn_mod", "dyn.dll");
var dt = dm.DefineType("dyn_type");
var method = dt.DefineMethod(
    "Foo", 
    MethodAttributes.Public | MethodAttributes.Static);

lambda.CompileToMethod(method);
dt.CreateType();

da.Save("dyn.dll");