If the Objects crated by ADO.NET are serializable (there should not be circular references), then there should be no problem to use them directly.
I would like, however, to emphasize that POCOs or DTOs in this case can save a valuable bandwidth and in some cases can save you from the 'circular reference' issues.
The right answer in this case is "you will need to determine, which approach best fits your business requirements/needs". Both approaches are plausible.
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