data grid & projections?

The OnDemand extension method might help. This creates a DumpContainer that lazily expands a sequence.

Eagerly:

Customers.Select (c => new { c.ID, c.Name, Purchases = Purchases.Select (p => p.Description).OnDemand()  })

Lazily (we need to ensure that LINQ-to-SQL does not include the projection in the expression tree):

Func<Customer, DumpContainer> projection = c => c.Purchases.Select (p => p.Description).OnDemand();
Customers.Select (c => new { c.ID, c.Name, Purchases = projection(c) }).Dump();

or:

void Main()
{
    Customers.Select (c => new { c.ID, c.Name, Purchases = Projection(c) }).Dump();
}

static DumpContainer Projection (Customer c) => c.Purchases.Select (p => p.Description).OnDemand();