Solution 1:

It is possible to insert a hash token into the preprocessed token stream. You can do it as follows:

#define MACRO(hash, name) hash include name
MACRO(#,"hello")

—expands to:

# include "hello"

However, the standard explicitly rules out any further analysis of such line for the existence of preprocessing directives [cpp.rescan]:

The resulting completely macro-replaced preprocessing token sequence is not processed as a preprocessing directive even if it resembles one.

Solution 2:

As far as I remember you cannot use another preprocessor directive in define.