The current Roslyn bits handles iterator methods as part of the code generation phase. Unfortunately, this phase is mostly opaque and uses an internal representation that is not exposed to the public API. The Roslyn.Compilers.CSharp.IteratorRewriter
internal class is where this is implemented, if you're in a mind to dig deeper into this.
For now, you'll have to implement this by yourself. However, the Roslyn team has hinted to a near-future update to the public CTP with substantial API changes, so cross your fingers and maybe the next version will have this feature.