I figured it out.
In the SSRS report, I've added a reference to the assembly System.Core
Then anywhere I needed to convert the timezone I used:
=Code.FromUTC(Fields!UTCDateFromDatabase.Value, Parameters!TimeZone.Value)
where Parameters!TimeZone.Value is the string value of the timezone which can be retrieved in the application by using TimeZone.CurrentTimeZone.StandardName
I should probably put what FromUTC does:
Shared Function FromUTC(ByVal d As Date, ByVal tz As String) As Date
Return (TimeZoneInfo.ConvertTimeBySystemTimeZoneId(d, TimeZoneInfo.Utc.Id, tz))
end function
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