Consider using a Spinner instead of a Number Picker in a Dialog. It's not exactly what was asked for, but it's much easier to implement, more contextual UI design, and should fulfill most use cases. The equivalent code for a Spinner is:
Spinner picker = new Spinner(this);
ArrayAdapter<String> adapter = new ArrayAdapter<String>(getActivity(), android.R.layout.simple_spinner_item, yourStringList);
adapter.setDropDownViewResource(android.R.layout.simple_spinner_dropdown_item);
picker.setAdapter(adapter);