Instead of manually setting the reference
ItemAt.TProd_NCMGrupo = ((TProd_NCMGrupo)cb_ncmGrupo.SelectedItem);
I just set the combobox to be bound to the navigation property of my ItemAt->TProd_NCMGrupo so when I change the combobox selection, the navigation property changes too.
Xaml
<combobox ItemsSource="{Binding ItemsCb}" SelectedItem="{Binding Path=ItemAt.TProd_NCMGrupo, UpdateSourceTrigger=PropertyChanged, Mode=TwoWay}">
...
</combobx>