EF generates code from your model using T4 templates.
But I was having a problem, and it was with the Grid's UI.
An App.config file has also been added to your project with the connection details for the database.
If you are working in Visual Studio 2010 then you will need to update the EF designer to use EF6 code generation.
And this was not just for Updates, but also for Inserts and Deletes. But, I wouldn't be here if I didn't have a solution. Invalidate UI command, as that's basically what I was trying to do: repaint the grid.
What I wasn't doing with that was telling the Datagrid to look at the underlying datasource and refresh the UI from that. Yeah, I did feel a bit silly after finding that out.