WPF - displaying a "dynamic" table

Since it seems like there is interest for this problem and I found solution myself, here it goes (attached properties rulez!)

For clarity, I created model classes to wrap list of list of strings:

public class TableDataRow
{
    public TableDataRow(List<string> cells)
    {
        Cells = cells;
    }

    public List<string> Cells { get; }
}

public class TableData
{
    public TableData(List<string> columnHeaders, List<TableDataRow> rows)
    {
        for (int i = 0; i < rows.Count; i++)
            if (rows[i].Cells.Count != columnHeaders.Count)
                throw new ArgumentException(nameof(rows));

        ColumnHeaders = columnHeaders;
        Rows = rows;
    }

    public List<string> ColumnHeaders { get; }
    public List<TableDataRow> Rows { get; }
}

Now we define the attached property:

public static class DataGridHelper
{
    private static void TableDataChanged(DependencyObject d, DependencyPropertyChangedEventArgs e)
    {
        var dataGrid = d as DataGrid;
        var tableData = e.NewValue as TableData;
        if (dataGrid != null && tableData != null)
        {
            dataGrid.Columns.Clear();
            for (int i = 0; i < tableData.ColumnHeaders.Count; i++)
            {
                DataGridColumn column = new DataGridTextColumn
                {
                    Binding = new Binding($"Cells[{i}]"),
                    Header = tableData.ColumnHeaders[i]
                };
                dataGrid.Columns.Add(column);
            }

            dataGrid.ItemsSource = tableData.Rows;
        }
    }

    public static TableData GetTableData(DependencyObject obj)
    {
        return (TableData)obj.GetValue(TableDataProperty);
    }

    public static void SetTableData(DependencyObject obj, TableData value)
    {
        obj.SetValue(TableDataProperty, value);
    }

    // Using a DependencyProperty as the backing store for TableData.  This enables animation, styling, binding, etc...
    public static readonly DependencyProperty TableDataProperty =
        DependencyProperty.RegisterAttached("TableData", 
            typeof(TableData), 
            typeof(DataGridHelper), 
            new PropertyMetadata(null, TableDataChanged));
}

The usage is trivial:

(...)
xmlns:h="clr-namespace:<namespace-of-DataGridHelper>"
(...)    

<DataGrid AutoGenerateColumns="False" h:DataGridHelper.TableData="{Binding ResultData}" />

Obviously DataContext must publish TableData via ResultData. Don't forget about AutoGenerateColumns, otherwise you'll receive additional column "Cells".