I create a derived class from KedroContext (in settings.py) and then set CONTEXT_CLASS to this class. In the derived class I create a method _get_catalog where I dynamicaly create datasets like below:

catalog.add(data_set_name=train_name,
                    data_set=CSVDataSet(
                                filepath=f"{base_data_path}/folds/{run_params['train']}.csv",
                                load_args={"sep":","},
                                credentials=credentials))