It looks like ChangeSet.Associate itself is missing from the DataController version of ChangeSet so it looks like you will need to manually keep track of how the DTO and actual entity connect to each other instead of letting the ChangeSet handle it. Not sure if that is a permament thing or they just didn't get the PM feature into the DataController before the initial public release.

One thing I can tell you, DeleteEntity, InsertEntity, and UpdateEntity are more like helper classes than something you actually have to use. Internally, they are like the code you can see Remco using at http://social.msdn.microsoft.com/Forums/en-US/adonetefx/thread/57793bec-abc6-4520-ac1d-a63e40239aed/ with the DbDomainService. If you want to just update the DbContext directly the way that you would have using the DbDomainService feel free to do so using pretty much the same code as was shown at http://varunpuranik.wordpress.com/2011/06/29/wcf-ria-services-support-for-ef-4-1-and-ef-code-first/.