Tom~
According to a number of Orthodox friends, they, like Anglicans, reject the concept of Purgatory, while agreeing with Catholics and Anglicans alike that people can continue growing in grace following death. All three groups of us pray, out of grief and concern for the departed, that God (who is after all the only one who knows the fate of the departed) may in His mercy bring them to Himself.
Vanilla: There’s no “immediately” in that verse from Hebrews, though. So it does leave a number of doors open.
My best buddy was (way lapsed) Ukranian Orthodox. When he died, his brother organized some kind of high mass. Tho the majority of it was not in English, from what little I was able to understand I got the clear impression that they were working hard at praying my buddy into heaven.
I throw Prayer for the Dead into the same category as every other kind of prayer in which a request is made.
Namely: The idea that God will change His mind because of your prayer is inconsistent with the notion that God already knows everything that’s going to happen.