I guess this is a specific behaviour you don't need for all your classes, so I wouldn't change the generated code if I were you.
Modifying the code outside of the user regions implies that you should either modify the templates or be careful with the next generations, as they will overwrite your changes.
You may instead add a few methods specifically to the Entities, for which you need that behaviour, either in dedicated classes, or in the regions of your entity classes that won't get overriden on next generations.
Maybe it makes it clearer to abstract the additional operation in a business controller, and only call that controller for entity creation / entity fetches.
To add related entities, you should use the generated entity/entitycollection properties:
ex:
Public Function CreateNewCustomer() As CustomerEntity
Dim toReturn As New CustomerEntity
Dim myCustomerAddress As New CustomerAddressEntity
'... add the data
'related entity, fk side, readonly in CustomerEntity need to be attached that way (same for collection properies)
myCustomerAddress.Customer = toReturn
'relating entity, pk side, can be manipulated directly in the main entity
toReturn.SalesTerritory = New SalesTerritoryEntity
'...add the salesterritorydata
Return toReturn
End Function
That way, the related entities will get saved when the main one is persisted.
Similarly, you can abstract the fetching logic into an intermediate function which does the deleting job.
If you wish to keep with the original method, then overwrite/overload the constructor with something that performs the related entities additions, and attach the deleting stuff to one of the events suggested at entity creation.