ObjDiffCollector The correct version.

ObjDiffCollector.cs

static class ObjDiffCollector<T>
{
    private delegate DiffEntry DiffDelegate(T x, T y);

    private static readonly IReadOnlyDictionary<string, DiffDelegate> DicDiffDels;

    private static PropertyInfo PropertyOf<TClass, TProperty>(Expression<Func<TClass, TProperty>> selector)
        => (PropertyInfo)((MemberExpression)selector.Body).Member;

    static ObjDiffCollector()
    {
        var expParamX = Expression.Parameter(typeof(T), "x");
        var expParamY = Expression.Parameter(typeof(T), "y");

        var propDrName = PropertyOf((DiffEntry x) => x.Prop);
        var propDrValX = PropertyOf((DiffEntry x) => x.ValX);
        var propDrValY = PropertyOf((DiffEntry x) => x.ValY);

        var dic = new Dictionary<string, DiffDelegate>();

        var props = typeof(T).GetProperties();
        foreach (var info in props)
        {
            var expValX = Expression.MakeMemberAccess(expParamX, info);
            var expValY = Expression.MakeMemberAccess(expParamY, info);

            var expEq = Expression.Equal(expValX, expValY);

            var expNewEntry = Expression.New(typeof(DiffEntry));
            var expMemberInitEntry = Expression.MemberInit(expNewEntry,
                Expression.Bind(propDrName, Expression.Constant(info.Name)),
                //.....................................v.......................v
                Expression.Bind(propDrValX, Expression.Convert(expValX, typeof(object))),
                Expression.Bind(propDrValY, Expression.Convert(expValY, typeof(object)))
                //.....................................^.......................^
            );

            var expReturn = Expression.Condition(expEq
                , Expression.Convert(Expression.Constant(null), typeof(DiffEntry))
                , expMemberInitEntry);

            var expLambda = Expression.Lambda<DiffDelegate>(expReturn, expParamX, expParamY);

            var compiled = expLambda.Compile();

            dic[info.Name] = compiled;
        }

        DicDiffDels = dic;
    }

    public static DiffEntry[] Diff(T x, T y)
    {
        var list = new List<DiffEntry>(DicDiffDels.Count);
        foreach (var pair in DicDiffDels)
        {
            var r = pair.Value(x, y);
            if (r != null) list.Add(r);
        }
        return list.ToArray();
    }
}