I had to handle the SelectionChanged event of my BorrowerGrid and load the Entities into the DomainContext.

Code:
    Private Sub BorrowerGrid_SelectionChanged(ByVal sender As System.Object, ByVal e As System.Windows.Controls.SelectionChangedEventArgs)

        Me.SignerGrid.ItemsSource = Nothing
        ctx.Signers.Clear()

        Dim selectedBorrower = CType(BorrowerGrid.SelectedItem, Borrower)
        If selectedBorrower IsNot Nothing Then
            Dim borrowerID = selectedBorrower.BorrowerID
            Me.SignerGrid.ItemsSource = ctx.Signers
            ctx.Load(ctx.GetSignersByBorrowerIDQuery(borrowerID))
        End If

    End Sub