That screencast thing is very cool. How easy/hard is that to set up? Do you talk as you code or code then overlay the talk? Or can you do it either way?
To me it makes no sense to have the fetching done by the entity itself. When using adapter, persistence is generally modeled as a service, not as behavior on the entity itself. So I would say that in general it would not be a best practice and is sort of going against the intent of the generated classes.
That said, it seems like it's possible, and if it solves a particular problem or meets a particular need, there's no reason why you shouldn't do it.
Have you looked at taking a Manager Class approach? Some searches on this forum should yield pretty good info on doing it this way.
HTH,
Phil