I needed to eagerly fetch an entity with collections of collections, etc. so that I could process the data concurrently (a Thing entity with many YELLOWEntities that each have many SubYellowEntities). The key code needed was:
NHibernateUtil.Initialize(fetchedThings);
(See accepted answer below.)
Solution (if you can refine this, go ahead and post the revision as the answer): Runs in 17 seconds (down from 97) on 8 processors with correct results. Please remember that the vast majority of time was spent in calculations, not in waiting for Nhibernate to return.