EF 6 - How to correctly perform parallel queries

When creating a report I have to execute 3 queries that involve separated entities of the same context. Because they are quite heavy ones I decided to use the .ToListAsync(); in order to have them run in parallel, but, to my surprise, I get a exception out of it...

What is the correct way to perform queries in parallel using EF 6? Should I manually start new Tasks?

Edit 1
The code is basically

using(var MyCtx = new MyCtx())
{
      var r1 = MyCtx.E1.Where(bla bla bla).ToListAsync();
      var r2 = MyCtx.E2.Where(ble ble ble).ToListAsync();
      var r3 = MyCtx.E3.Where(ble ble ble).ToListAsync();
      Task.WhenAll(r1,r2,r3);
      DoSomething(r1.Result, r2.Result, r3.Result);
}

The problem is this:

EF doesn't support processing multiple requests through the same DbContext object. If your second asynchronous request on the same DbContext instance starts before the first request finishes (and that's the whole point), you'll get an error message that your request is processing against an open DataReader.

Source: https://visualstudiomagazine.com/articles/2014/04/01/async-processing.aspx

You will need to modify your code to something like this:

async Task<List<E1Entity>> GetE1Data()
{
    using(var MyCtx = new MyCtx())
    {
         return await MyCtx.E1.Where(bla bla bla).ToListAsync();
    }
}

async Task<List<E2Entity>> GetE2Data()
{
    using(var MyCtx = new MyCtx())
    {
         return await MyCtx.E2.Where(bla bla bla).ToListAsync();
    }
}

async Task DoSomething()
{
    var t1 = GetE1Data();
    var t2 = GetE2Data();
    await Task.WhenAll(t1,t2);
    DoSomething(t1.Result, t2.Result);
}