EF6 Database First transactions and multiple contexts

Question

Following the advice in another SO question I'm trying to optimize a save (insert only) operation that handles several thousand records by splitting the save operation into batches of X records. Naturally, I want these operations to be part of a single transaction.

We are using an EF6 Database First model.

MSDN has an article about transactions in EF6 and onwards that describes opening a connection and starting the transaction yourself, passing the connection to the DbContext constructor and calling UseTransaction afterwards.

However, this doesn't seem to work with Database First - it keeps invoking DbContext.OnModelCreating which in turn throws an UnintentionalCodeFirstException.

Even without transactions it doesn't work. Example:

using (var conn = new SqlConnection("..."))
using (var context = new BloggingContext(conn, contextOwnsConnection: false))
{
  context.Blogs.Add(blog); // invokes ModelCreating and fails.
  context.SaveChanges(); // never gets this far
}

The exception actually suggests providing an EntityConnection instead, so I tried the following:

using (var sourceContext = new BloggingContext())
{
  using (var anotherContext = new BloggingContext(
    sourceContext.Database.Connection, // supply existing EntityConnection
    contextOwnsConnection: false))
  {
    context.Blogs.Add(blog); // still fails.
    context.SaveChanges(); // never gets this far
  }
}

Using TransactionScope is another option, but unfortunately this will inevitably escalate to MSDTC since multiple connections are opened, and this is not an option.

Here's a simplified version of my attempt at optimizing the operation. How do I get the contexts that are newed up for each batch to be included in a single transaction using Database First?

foreach (List<Blog> blogBatch in blogBatches)
{
  using (var context = new BloggingContext())
  {
    context.Configuration.AutoDetectChangesEnabled = false;
    context.Blogs.AddRange(blogBatch);
    context.SaveChanges();
  }
}

EDIT: Found this question that seems to deal with the same issue, although still without a useful answer.