Entity Framework Code First Many to Many Setup For Existing Tables

I have the following tables Essence, EssenseSet, and Essense2EssenceSet

Essense2EssenceSet is the linking table that creates the M:M relationship.

I've been unable to get the M:M relationship working though in EF code first though.

Here's my code:

[Table("Essence", Schema = "Com")]
    public class Essence
    {
        public int EssenceID { get; set; }
        public string Name { get; set; }
        public int EssenceTypeID { get; set; }
        public string DescLong { get; set; }
        public string DescShort { get; set; }
        public virtual ICollection<EssenceSet> EssenceSets { get; set; }
        public virtual EssenceType EssenceType { get; set; }
    }

    [Table("EssenceSet", Schema = "Com")]
    public class EssenceSet
    {
        public int EssenceSetID { get; set; }
        public int EssenceMakerID { get; set; }
        public string Name { get; set; }
        public string DescLong { get; set; }
        public string DescShort { get; set; }

        public virtual ICollection<Essence> Essences { get; set; }
    }

[Table("Essence2EssenceSet", Schema = "Com")]
    public class Essence2EssenceSet
    {
        //(PK / FK)
        [Key] [Column(Order = 0)] [ForeignKey("Essence")] public int EssenceID { get; set; }
        [Key] [Column(Order = 1)] [ForeignKey("EssenceSet")] public int EssenceSetID { get; set; }

        //Navigation
        public virtual Essence Essence { get; set; }
        public virtual EssenceSet EssenceSet { get; set; }
    }
            public class EssenceContext : DbContext
            {
                public DbSet<Essence> Essences { get; set; }
                public DbSet<EssenceSet> EssenceSets { get; set; }
                public DbSet<Essence2EssenceSet> Essence2EssenceSets { get; set; }

                protected override void OnModelCreating(DbModelBuilder mb)
                {