It is a bit old now, however I found out the solution and may be useful for someone like me : Step1 :write a obfuscaticate.crproj file to obfuscaticate your dlls. sample for 4 dlls:
Step 2:add a build step in team city to execute the bat file(obfuscaticate.crproj) create in step 1. Make sure you have your crproj file, dlls to obfuscaticate and Confuser dlls like :Confuser.Core.dll etc. in the same folder Dependancy(here in Image)