IORD_ALTERA_AVALON_PIO_DATA to slow?

You should modify your ADC controller so that it writes into a circular buffer. For the circular buffer you could use a piece of on chip memory dedicated to this purpose. You could then have your ethernet controller hooked to that memory and dump large segments of your circular buffer at a time to the PC. You just need to be able to dump the data from the buffer to the PC faster than the ADC controller can fill it up or you will get a buffer overrun. You would be able to achieve the 62Mhz sample rate this way.