gistfile1.cs

public class DelegateComponentLoader : ILazyComponentLoader
{
  public DelegateComponentLoader(Func<Context, IRegistration> action)
  {
   this.action = action;
  }
  public IRegistration Load(string key, Type service);
  { 
   return action(new Context(key, service));
  }
}

public class Context 
{
  public Context (string key, type service)
  {
    Key = key; Service = service;
  }
  public string Key{get; private set;}
  public Type Service{get; private set;
}

public static class ContainerExtensions
{
  public static void AddMissingInstanceContructor(this IWindsorContainer container, Func<Context, IRegistration> context)
  {
    container.Kernel.AddComponent(typeof(ILazyComponentLoader), new DelegateComponentLoader(context));
  }  
}

//usage:

container.AddMissingConstructor(context => Component.For(context.Type).Instance(new Something(context.Key));