You could take your original approach and use .ToList()
var invoicesGroupdByCustomers = invoices.GroupBy(x => x.CustomerId).ToList();
var ordersGroupdByCustomers = orders.GroupBy(x => x.CustomerId).ToList();
var paymentsGroupdByCustomers = payments.GroupBy(x => x.CustomerId).ToList();
Just another option to be aware of. I hope this helps.
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