What database do you use? If you use SQL Server then you can execute everything inside a single call to the database:
context.Sql("insert into table1;")
.Sql("insert into table2;")
.Sql("insert into table3;")
.Sql("delete from table3;")
The ';' is used to separate each statement and the SQL method appends everything into a single string that is executed once. It might be a limit on the SQL length but I can't remember that now...
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