Well normally this can be done using more than one LLBLGenProDataSource on more than one bound controls, with SelectParameters linking them to each other.
So for example if you select a customer from the Customers Grid, its orders would automatically appear in another Grid.
And this can chain down to an infinite number of DataSources and Controls.
The problem of PrefetchPaths, is that sometimes you are prefetching a m:1 relation and sometimes it's 1:m
So for the Customer and Orders, you would have multiple Orders for the same customer, and this can't be displayed in a flat grid.
The other options is to use "Fields on related fields option" from LLBLGen Pro Designer, and populate them at runtime using prefetchPaths.
Also for read only lists, you can use TypedLists.
Further than that I don't know how prefetchPaths can be implemented in LLBLGenProDataSource to be managed at Design Time.