I have looked at this post and tried to do it this way
Autogenerate primary key (Guid) Entity Framework CTP5
[Key, DatabaseGenerated(DatabaseGeneratedOption.Identity)]
public Guid CompanyID { set; get; }
However I am still getting the error
Identity column 'CompanyID' must be of data type int, bigint, smallint, tinyint, or decimal or numeric with a scale of 0, and constrained to be nonnullable.
This is when I run Update-Database command on the package manager console.