Use the same anonymous type in the dot notation that you do in the query expression:
var qry = cust.GroupBy(cm => new { cm.Customer, cm.OrderDate },
(key, group) => new { Key1 = key.Customer, Key2 = key.OrderDate,
Count = group.Count() });
(In a real IDE I’d have (key, group)
lined up under the cm
parameter, but then it would wrap in SO.)