public static class DataHelper
{
    public static IEnumerable<T> GetAllHelper<T, D>(
        Func<Data.MyDataContext, D> datasetSelector,
        Func<Data.Entity, T> dataSelector)
    {
        var data = new MyDataContext();
        return from item in datasetSelector(data)
            select dataSelector(item);
    }
}

/////////////////////////////////////////////////////
public static IEnumerable<FirstData> GetAll()
{
     return DataHelper.GetAllHelper(
            ctx => ctx.FirstDataSet,
            entity => new FirstData(entity.Id, entity.Name));
}