The approach I have used and it is not mentioned here is that I created partial class of the Order (because EF generates the classes as partials) and then I put a method there which does the cast. You have to do it in every class that uses the enum, or any other enum. However, you have to define those enums by yourself anyway and at least it is quite clean.
public partial class Order
{
public OrderState GetOrderState()
{
return (OrderState)this.OrderState.Id;
}
}