create table Test
(
    ID int not null primary key,
    Caption varchar(500) not null
)

declare @i int
set @i = 0

set nocount on

while @i < 1000000 begin
    set @i = @i + 1
    insert into Test (ID, Caption) values (@i, '--------------------- Value: ' + cast(@i as varchar) + ' ---------------------------')
end

set nocount off

-- drop table Test

using System;
using System.Collections.Generic;
using System.Data.SqlClient;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using BackgroundFetch.Properties;

namespace BackgroundFetch
{
    public class DataItem
    {
        public int ID { get; set; }

        public string Caption { get; set; }
    }

    public class DataService
    {
        public async Task LoadData(Action<IEnumerable<DataItem>> appendResult)
        {
            using (var cn = new SqlConnection(Settings.Default.AppDb))
            {
                await cn.OpenAsync();

                using (var cmd = cn.CreateCommand())
                {
                    cmd.CommandTimeout = 300;
                    cmd.CommandText = "select * from Test";

                    using (var rdr = await cmd.ExecuteReaderAsync())
                    {
                        var result = new List<DataItem>();

                        while (await rdr.ReadAsync())
                        {
                            result.Add(new DataItem
                            {
                                ID = Convert.ToInt32(rdr["ID"]),
                                Caption = Convert.ToString(rdr["Caption"])
                            });

                            if (result.Count == 1000)
                            {
                                appendResult(result);
                                result.Clear();
                            }
                        }

                        if (result.Count > 0)
                            appendResult(result);
                    }
                }
            }
        }
    }
}

using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Documents;
using System.Windows.Input;
using System.Windows.Media;
using System.Windows.Media.Imaging;
using System.Windows.Navigation;
using System.Windows.Shapes;

namespace BackgroundFetch
{
    public partial class MainWindow : Window
    {
        ObservableCollection<DataItem> Items = new ObservableCollection<DataItem>();

        public MainWindow()
        {
            InitializeComponent();
            dataGrid.ItemsSource = Items;
        }

        async void Window_Loaded(object sender, RoutedEventArgs e)
        {
            var svc = new DataService();

            await svc.LoadData(items =>
            {
                foreach (var item in items)
                    Items.Add(item);
            });
        }
    }
}

<Window x:Class="BackgroundFetch.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        Title="MainWindow" Height="350" Width="525" Loaded="Window_Loaded">
    <Grid>
        <DataGrid Margin="10" Name="dataGrid"/>
    </Grid>
</Window>

using System;
using System.Collections.Generic;
using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;
using System.Data.Entity;
using System.Data.Entity.Infrastructure;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using BackgroundFetch.Properties;

namespace BackgroundFetch
{
    [Table("Test", Schema = "dbo")]
    public class DataItem
    {
        [Key]
        [DatabaseGenerated(DatabaseGeneratedOption.None)]
        public int ID { get; set; }

        [Required]
        [MaxLength(500)]
        public string Caption { get; set; }
    }

    public class AppDbContext : DbContext
    {
        static AppDbContext()
        {
            Database.SetInitializer<AppDbContext>(null);
        }

        public AppDbContext()
            : base(Settings.Default.AppDb)
        { }

        public IDbSet<DataItem> DataItem
        {
            get { return Set<DataItem>(); }
        }
    }

    public class DataService
    {
        public async Task LoadData(Action<IEnumerable<DataItem>> appendResult)
        {
            using (var db = new AppDbContext())
            {
                var q = db.DataItem.Where(v => v.ID > 10); // <---- Хоть какой-нибудь LINQ запрос.

                using (var e = ((IDbAsyncEnumerable<DataItem>)q).GetAsyncEnumerator())
                {
                    var result = new List<DataItem>();

                    while (await e.MoveNextAsync(CancellationToken.None))
                    {
                        result.Add(e.Current);

                        if (result.Count == 1000)
                        {
                            appendResult(result);
                            result.Clear();
                        }
                    }

                    if (result.Count > 0)
                        appendResult(result);
                }
            }
        }
    }
}