Here's another way to do it instead of using foreach loops for looking inside EntityValidationErrors. Of course you can format the message to your own liking :
try {
// your code goes here...
}
catch (DbEntityValidationException ex)
{
Console.Write($"Validation errors: {string.Join(Environment.NewLine, ex.EntityValidationErrors.SelectMany(vr => vr.ValidationErrors.Select(err => $"{err.PropertyName} - {err.ErrorMessage}")))}", ex);
throw;
}