My method in C# looks like below,

public bool Execute(IDynamicDatabaseConnection dbConn, List<DynamicGrid> loadObjects, out List<DynamicGridValue> result)
{
    result = new List<DynamicGridValue>();

    // Perform the load for each form grid
    foreach (DynamicGrid grid in loadObjects)
    {
            // Execute the stored proc to load the grid data
            IEnumerable<dynamic> storedProcResponse = ExecuteGridDataLoadStoredProcedure(dbConn, storedProcedureName);

            result.Add(new DynamicGridValue(grid, response));
        }
    }

    return true;
}

private IEnumerable<dynamic> ExecuteGridDataLoadStoredProcedure(IDynamicDatabaseConnection dbConn, string storedProcedureName)
{
    const string parameterReturnMessage = "@Return_Message";
    const string parameterDfPKey = "@DFPkey";
    const string parameterParentDfPKey = "@ParentDFPkey";
    const string parameterResult = "@Result";

    var dynamicParameters = new DynamicParameters();

    dynamicParameters.Add(parameterReturnMessage, string.Empty, DbType.String, ParameterDirection.Output, int.MaxValue);
    dynamicParameters.Add(parameterDfPKey, long.TryParse(DFPkey.ToString(), out long dfPkeyInt) ? dfPkeyInt : 0, DbType.Int64, ParameterDirection.Input, int.MaxValue);
    dynamicParameters.Add(parameterParentDfPKey, Convert.ToInt64(ParentDFPkey), DbType.Int64, ParameterDirection.Input, int.MaxValue);
    dynamicParameters.Add(parameterResult, 0, DbType.Int64, ParameterDirection.ReturnValue, int.MaxValue);

    // Retrieve data using Dapper
    var spResponse = dbConn.Query("StoreProcName", dynamicParameters, commandType: CommandType.StoredProcedure);

    // Retrieve the output parameter
    var returnMessage = dynamicParameters.Get<string>("@Return_Message");
    var errorCode = dynamicParameters.Get<int>(parameterResult);

    // Check if there's an error message
    if (!string.IsNullOrEmpty(returnMessage))
    {
        throw new DynamicFormException($"Stored Procedure Error: {returnMessage} (Code: {errorCode})");
    }

    return spResponse;
}

In my unit test,

[TestMethod]
public void Should_ExecuteStoredProcedureAndReturnCorrectXmlResponse()
{
    // Arrange
    var grid = new DynamicGrid
    {
        DataBindingTypeID = (int)GridDataBindingType.StoredProcedure,
        GridCode = "TestGrid",
        DataBindingGetDFStoredProcedureDefinitionID = 1
    };
    var gridDataSource = new DataSource();
    var queryParameterValues = new Dictionary<string, string>();
    var strategy = new DynamicLoadStrategyGridData(grid, gridDataSource, DFPKey, USER_ID, USER_ACCESS_RIGHTS_IDS, queryParameterValues, PARENT_DFPKEY);
    var loadObjects = new List<DynamicGrid> { grid };

    var dbConnMock = A.Fake<IDynamicDatabaseConnection>();

    dynamic spResponse = new ExpandoObject();
    spResponse.key = "Id";
    spResponse.AdditionalData = "12";
    List<dynamic> spResponseMock = new List<dynamic>() { spResponse };

    A.CallTo(() => dbConnMock.Query<dynamic>(A<string>._, A<object>._, A<IDbTransaction>._, A<bool>._, A<int?>._, A<System.Data.CommandType?>._)).Returns(spResponseMock);

    // Act
    var result = strategy.Execute(dbConnMock, loadObjects, out _);

    // Assert
    Assert.IsTrue(result);
}

Why does my spResponse object have count = 0, i.e., there is nothing in it even after setting the mock?
How should I set the mock for

var spResponse = dbConn.Query( storedProcedureName, 
                               dynamicParameters, 
                               commandType: CommandType.StoredProcedure );

this line, the return type for dbConn.Query is IEnumerable<dynamic>.

UPDATE:

Also, tried,

List<dynamic> spResponseMock = new List<dynamic>()
        {
            new Dictionary<string, object>() { { "Id", 1 } }
        };

        // Assign mock response to spResponse
        IEnumerable<dynamic> spResponse = spResponseMock;

        A.CallTo(() => dbConnMock.Query<dynamic>(A<string>._, A<object>._, A<IDbTransaction>._, A<bool>._, A<int?>._, A<System.Data.CommandType?>._)).Returns(spResponse);

But, this also failed.