Check out example codes for "C# function return datareader". It will help you in understanding the concepts better.

Code Example 1

private IEnumerable<T> GetRows<T>(string sql, Action<SqlParameterCollection> addParameters, Func<IDataRecord, T> copyRow)
{
     using (var cn = new SqlConnection("Connection string here"))
     using (var cmd = new SqlCommand(sql, cn)
     {
         cmd.CommandType = CommandType.StoredProcedure;
         addParameters(cmd.Parameters);
         cn.Open();
         using (var rdr = cmd.ExecuteReader())
         {
             while (rdr.Read())
             {
                 yield return copyRow(rdr);
             }
             rdr.Close();
         }
     }
}

public IEnumerable<MenuItem> GetChildMenus(string url)
{
     return GetRows<MenuItem>("spR_GetChildMenus", p =>
     {
         //these lines are copied from your question, but they're almost certainly wrong
         p.AddWithValue("@PageUrl", url);
         p.AddWithValue("@MenuId", ParameterDirection.Output);
         p.AddWithValue("@ParentId", ParameterDirection.Output);
         p.AddWithValue("@TitleText", ParameterDirection.Output);
         p.AddWithValue("@ExternalUrl", ParameterDirection.Output);
         p.AddWithValue("@FullUrl", ParameterDirection.Output);
         p.AddWithValue("@ChildCount", ParameterDirection.Output);
     }, r =>
     {
         return new MenuItem( ... );
     }
 }

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