UPDATE: the solution below, sadly, no longer works after update to Xcode 8, because Apple shut down plugins support :( If anyone knows a working solution for Xcode 8 and above, please, write a comment below this answer to notify me, I'll be very grateful!
It can be done using the ProjectWindowName Xcode plugin. You can install it via Alcatraz. Alcatraz is not officially supported, so sometimes plugins stop working after Xcode updates (reinstallation usually helps). Or some plugins might deactivate after an update, because the compatibility UUID for the new Xcode version is not listed among compatibility UUIDs for the plugin.
I'm writing it here, because I'm unsure, whether the ProjectWindowName plugin was updated to support the latest Xcode. So if you installed Alcatraz, installed the plugin, relaunched Xcode two times (I don't know why, but Xcode can't seem to be able to show recent project after the first relaunch), and still project name is not shown in the expose mode, run the script from the accepted answer in this SO question.
Because I'm running the latest OS X 10.11.4 with the latest Xcode 7.3 (7D175) at the moment, and project name in expose works fine :)