I have a business layer that has DTOs that are used in the presentation layer. This application uses entity framework.

Here is an example of a class called RoleDTO:

public class RoleDTO
{
    public Guid RoleId { get; set; }
    public string RoleName { get; set; }
    public string RoleDescription { get; set; }
    public int? OrganizationId { get; set; } 
}

In the BLL I want to have a method that returns a list of DTO. I would like to know which is the better approach: returning IQueryable or list of DTOs. Although I feel that returning IQueryable is not a good idea because the connection needs to be open. Here are the 2 different methods using the different approaches:

First approach

public class RoleBLL
{
    private servicedeskEntities sde;

    public RoleBLL()
    {
        sde = new servicedeskEntities();
    }

    public  IQueryable<RoleDTO> GetAllRoles()
    {
        IQueryable<RoleDTO> role = from r in sde.Roles
                        select new RoleDTO()
                        {
                            RoleId = r.RoleID,
                            RoleName = r.RoleName,
                            RoleDescription = r.RoleDescription,
                            OrganizationId = r.OrganizationId
                        };
        return role;
    }

Note: in the above method the DataContext is a private attribute and set in the constructor, so that the connection stays opened.

Second approach

public static List<RoleDTO> GetAllRoles()
{
    List<RoleDTO> roleDTO = new List<RoleDTO>();
    using (servicedeskEntities sde = new servicedeskEntities())
    {
        var roles = from pri in sde.Roles
                         select new { pri.RoleID, pri.RoleName, pri.RoleDescription };

        //Add the role entites to the DTO list and return. This is necessary as anonymous types can be returned acrosss methods
        foreach (var item in roles)
        {
            RoleDTO roleItem = new RoleDTO();
            roleItem.RoleId = item.RoleID;
            roleItem.RoleDescription = item.RoleDescription;
            roleItem.RoleName = item.RoleName;
            roleDTO.Add(roleItem);

        }
        return roleDTO;
    }
}

Please let me know, if there is a better approach.