How to Save an Expression Tree as the Main Entry Point to a New Executable Disk File?

I'm trying to export an expression tree to a PE assembly as the main entry point. I've acquired a Lambda Expression through building an expression tree, for example:

using System.Linq;
using System;

// 1. use expression trees to create a block expression (not shown)

// 2. create a lambda expression: 
LambdaExpression exprLambda = Expression.Lambda(exprBlock, new ParameterExpression[0]);

MethodBuilder mbuilder = null;
// 3. ??? Somehow get a method builder instance that works ??? 

// 4. Compile the lambda using the MethodBuilder instance. 
exprLambda.CompileToMethod(mbuilder);

// 5. ??? Somehow get an AssemblyBuilder instance to .Save(..) this to disk.  ??? 

Steps 3 and 5 are what I'm missing.

Instead of just using Expression.Compile, use Expression.CompileToMethod(MethodBuilder).

Short but complete example which creates an executable on disk, with the expression tree as the code executed in the entry point:

using System;
using System.Reflection;
using System.Reflection.Emit;
using System.Linq.Expressions;

class Program
{
    static void Main()
    {
        var asmName = new AssemblyName("Foo");
        var asmBuilder = AssemblyBuilder.DefineDynamicAssembly
            (asmName, AssemblyBuilderAccess.RunAndSave);
        var moduleBuilder = asmBuilder.DefineDynamicModule("Foo", "Foo.exe");

        var typeBuilder = moduleBuilder.DefineType("Program", TypeAttributes.Public);
        var methodBuilder = typeBuilder.DefineMethod("Main",
            MethodAttributes.Static, typeof(void), new[] { typeof(string) });

        Expression<Action> action = () => Console.WriteLine("Executed!");

        action.CompileToMethod(methodBuilder);

        typeBuilder.CreateType();
        asmBuilder.SetEntryPoint(methodBuilder);
        asmBuilder.Save("Foo.exe");
    }
}