I actually wasn't kidding about entityless HTTP calls

gistfile1.cs

            var wr = WebRequest.Create("http://localhost:39472/Provisioning.svc/setup");
            wr.Method = "POST";
            wr.Headers.Add("P-DeviceId", this.deviceId);
            using (var wq = (HttpWebResponse)wr.GetResponse())
            {
                if (wq.StatusCode == HttpStatusCode.OK)
                {
                    settings.DeviceAccount = wq.Headers["P-DeviceAccount"];
                    settings.DeviceKey = wq.Headers["P-DeviceKey"];
                    settings.DeviceSubscriptionUri = new Uri(wq.Headers["P-DeviceSubscriptionUri"]);
                    settings.EventSubmissionUri = new Uri(wq.Headers["P-EventSubmissionUri"]);
                    [...]
                }
            }