This is really a question for Developers Express: how to use their
XtraReport report designer with an object model rather than a DataSet source. It used not to be possible, but that was a couple of years ago, and as common as object models are now, they may have forged a solution.
This might be a place to start:
http://search.devexpress.com/?q=xtrareports+entity+framework&p=T0|P0|0