Although sloppy, the following is valid in Lua:
local junk = {} -- Create table
key = "dot.dot" -- Create the key
junk[key] = 1 -- assign value

Attempting the same thing from the C# side of NLua seems to cause an error:

LuaTable junk = (LuaTable) lua.DoString("return {}")[0]; // Create the table
string key = "dot.dot"; // Create the key
junk[key] = 1; // This causes a Lua error