Get property name and value only if there is a value

I'm trying to simulate a .csv file with a list of property names as a header row followed by the actual list of properties for a list of items.

Currently I have it working, but now there is a need to only include the properties' header and value where the item has a value for that property anywhere in the list.

This is what I have currently:

public static string LeadsToCSVString(List<Lead> leads)
{
    StringBuilder builder = new StringBuilder();
    PropertyInfo[] properties = typeof(Lead).GetProperties();
    builder.AppendLine(string.Join(",", properties.Select(x => x.Name)));

    foreach (Lead lead in leads)
    {
        builder.AppendLine(string.Join(",", properties.Select(x => x.GetValue(lead))));
    }

    return builder.ToString();
}

Where Lead is:

public Lead
{
    public string FirstName { get; set; }
    public string LastName { get; set; }
    public bool IsOk { get; set; }
}

The List<Lead> isn't guaranteed to have a value for all property values and there can even be a case where there is no value for a property like below:

FirstName,LastName,IsOK
Joe,,false
Adam,,true

What needs to be done is to only have header values and row column values where the property has an actual value. If I take the above example list, the CSV string would look like:

FirstName,IsOk
Joe,false
Adam,true

How can I modify my code to do this?

Some examples of what should happen if any object in the list has a value for the property:

FirstName,LastName,IsOK
Joe,Dirt,
Adam,,true

FirstName,LastName,IsOK
,Dirt,
Adam,,true