This is not a problem for a modern ORM, JOINs are supported by most ORMs I've worked with for many years.

Var cars = await db.Cars
    .Include(c => c.Wheels)
    ToListAsync();

foreach (var car in cars)
{
    Console.WriteLine(car.Model);
    foreach (var wheel in car.Wheels)
    {
        Console.WriteLine(wheel.Id);
    }
}

This will get all the cars and their associated wheels in 1 single query by performing a JOIN operation using Entity Framework Core, assuming there's a FK for Wheel to Car.