How to load related data (parent-child-grandchild) in EF code first?

If you want to make life easy on yourself, follow the EF Code First conventions of naming your table IDs simply Id (or, alternatively, name of table + Id, e.g., DyanmicPageId).

This should leave you with something like this:

public class DynamicPage
{
    public int Id { get; set; }
    public int Order { get; set; }
    public string MenuText { get; set; }
    public string MenuHover { get; set; }
    public int? ParentId { get; set; }

    public virtual DynamicPage Parent { get; set; }
    public virtual ICollection<DynamicPage> Children { get; set; }
}

Then you need to set up the relationship between parents and children explicitly in an OnModelCreating method in your DbContext class.

protected override void OnModelCreating(DbModelBuilder modelBuilder)
{
    modelBuilder.Entity<DynamicPage>()
        .HasMany(page => page.Children)
        .WithRequired(child => child.Parent)
        .HasForeignKey(child => child.ParentId);
}

You can then select children or grandchildren as needed:

var parent = dbContext.DynamicPages.Where(page => page.ParentId == null);
var children = parent.Children;
var grandchildren = parent.SelectMany(page => page.Children);
var allRelatedPages = parent.Union(children).Union(grandchildren);