Mine

<script type="text/javascript"> 
	$('#btn-open').click(function () {
		var dialogId = 'dialog-' + new Date().getTime(),
			$dialog = $('<div id="' + dialogId + '">Loading..</div>');

		$dialog.dialog({
			//params here
		});

		Sijax.request('populateDialog', [dialogId]);
	});
</script>

<button id="btn-open">Open</button>

//PHP
Core_Sijax::registerCallback('populateDialog', function (Core_Sijax_Response $objResponse, $dialogId) {
	$objResponse->html('#' . $dialogId, 'This is dialog ' . $dialogId);
});