If you don’t wanna play with it and go straight, you can create a stored procedure for action you need to call it. That’s how I’m doing it. Maybe in next version of EF somebody will think about bulk actions and we’ll see it.
Jiří Činčura is an independent developer focusing on data and business layers, language constructs, parallelism and databases. Specifically Entity Framework, asynchronous and parallel programming, cloud and Azure. He's Microsoft Most Valuable Professional and you can read his articles, guides, tips and tricks at www.tabsoverspaces.com.