For background, read the introduction.
If you have no need for filtering using LINQ (or Rx) and you do not want to expose an IEnumerable you can create tour own "IEnumeratorAsync" that asynchronously fetches the next item. Again this is something I would advice against. First of all you are loosing the option to use constructs like foreach since you do not use standard interfaces. Second you loose the option of using LINQ even for simple things.