When you have a collection of objects that you do not know the fetch status of - and you are going to follow associations, or derive stuff that follows associations it is a good idea to ask MDriven to ExecuteQueryPlan.

What it does is to enter "fact-finder-mode" running your expressions in the viewmodel in a harness - looking at what data WOULD be fetched - then it fetches that data and runs the fact-finder again - this way we can avoid 1000 single fetches and end up with 2-3 large fetches instead.