Most efficient method of self referencing tree using Entity Framework

So I have a SQL table which is basically

ID, ParentID, MenuName, [Lineage, Depth]

The last two columns are auto-computed to help with searching so we can ignore them for now.

I'm creating a drop down menu system with multiple categories.

Unfortunately EF I don't think plays nice with Self referencing tables more than 1 level deep. So I'm left with a few options

1) Create query, order by depth and then create a custom class in C#, populating it one depth at a time.

2) Find some way to eager load the data in EF, I don't think it is possible for an unlimited amount of levels, only a fixed amount.

3) Some other way I'm not even sure about.

Any inputs would be welcomed!