I can't reproduce it, the following works very well with me without writing a single line of code, all done at Design-Time.
Test Session Parameters<br />
<asp:GridView ID="GridView2" runat="server" AutoGenerateColumns="False" DataKeyNames="ProductId" DataSourceID="LLBLGenProDataSource2">
<Columns>
<asp:BoundField DataField="ProductId" HeaderText="ProductId" InsertVisible="False"
ReadOnly="True" SortExpression="ProductId" />
<asp:BoundField DataField="ProductName" HeaderText="ProductName" SortExpression="ProductName" />
<asp:BoundField DataField="SupplierId" HeaderText="SupplierId" SortExpression="SupplierId" />
<asp:BoundField DataField="CategoryId" HeaderText="CategoryId" SortExpression="CategoryId" />
<asp:BoundField DataField="QuantityPerUnit" HeaderText="QuantityPerUnit" SortExpression="QuantityPerUnit" />
<asp:BoundField DataField="UnitPrice" HeaderText="UnitPrice" SortExpression="UnitPrice" />
<asp:BoundField DataField="UnitsInStock" HeaderText="UnitsInStock" SortExpression="UnitsInStock" />
<asp:BoundField DataField="UnitsOnOrder" HeaderText="UnitsOnOrder" SortExpression="UnitsOnOrder" />
<asp:BoundField DataField="ReorderLevel" HeaderText="ReorderLevel" SortExpression="ReorderLevel" />
<asp:CheckBoxField DataField="Discontinued" HeaderText="Discontinued" SortExpression="Discontinued" />
</Columns>
</asp:GridView>
<llblgenpro:LLBLGenProDataSource ID="LLBLGenProDataSource2" runat="server"
EnablePaging="True" DataContainerType="EntityCollection" EntityCollectionTypeName="Norhthwind.CollectionClasses.ProductsCollection, Norhthwind">
<SelectParameters>
<asp:SessionParameter DefaultValue="1" Name="CategoryId" SessionField="CatId" />
</SelectParameters>
</llblgenpro:LLBLGenProDataSource>
Are you sure the EbShipperConsigneeEntity has a CompanyInfoId field? (check the spelling)
Which version of LLBLGen Pro runtime library are you using?