Hi chrisdpratt,
The usual approach with EF for handling cases like your address example is to use complex types. However, from a domain model perspective the complex types behave differently--they act more like DDD value types rather than mixins included in the entity type. Also, as you state, you cannot have navigation properties to or from complex types.
The idea of supporting mixins is interesting and is something we have considered as part of allowing more flexible mapping to objects, but we don't currently have anyone working on it.
Thanks,
Arthur