Custom Exporter - how to handle variable number of metrics

I need to write a custom exporter, but the # of metric names will be variable every scrape.
These will be Gauge values - because they are just an integer that can be set to different number every scrape. But when the value is 0, the name of the metric will not be avaible to export.

How is this handled in the exporter?
Does this have to be done as labels?
Or can it be done as a metric name itself and then when scraped a new metric / value can be added.
Or, do i have to know every Available name of the metric and initialize them to all 0 in order for this to work?