Feel free to downvote since ORMs seem popular these days, but...
WHY are you using Entity Framework? Is there a possibility that the backend database might change? Are you nervous about writing SQL stored procedures to deliver your data?
Or possibly does it seem that writing a lot of transforms from DbDataReader rows to your objects might be a lot of work?
I'm asking because I've had the misfortune to work on a couple of projects where the developer went for Entity Framework and specifically, was ordered by management to rip it out and go to decent SQL Stored Procs (which can be optimized and have an execution plan) and datareaders PURELY because of the godawful performance you have also experienced.
Where a dashboard requires (according to SQL Profiler) in excess of 48,500 database calls to return before it ever loads, there is an issue. I never see this addressed, so I'm hoping some kind soul will enlighten me.