I will just get to the point: Is Purgatory real? Didn't Christ already pay for our sins (taking the punishment for us) when He died in the Cross? Aren't we covered in the blood of the lamb? This life on Earth is a waiting place for us; why go to another waiting place? Aren't we made clean by accepting His death?
Notice that the answers here all come from people who believe in the idea that when you "accept Jesus," you are declared legally forgiven and therefore all your sins are taken care of.
That is not the salvation story of the Bible. And the idea of "accepting Jesus" is a fairly recent invention which does not go back to the beginning of the Christian faith.
So what is salvation really all about? The teaching of the Early Church (which continues today in Holy Orthodoxy) is that our
nature was corrupted, making us easily turn to sin and away from God. This is why God banished Adam and Eve from the Garden, lest they eat of the Tree of Life and live forever in a state of corruption. Salvation is the changing of our nature, the "old man" of sin, which St. Paul speaks of, and the putting on of the "new man created in holiness." It is a change in our very natures, not a legal declaration that we are holy when we are still practicing sin. (Luther's idea).
In Orthodox soteriology, upon death we go into the presence of Christ our God. He is a burning, passionate fire of love, the same love that drove Him to the Cross. He deals with us as we are, not according to some false idea of "imputed righteousness" which was invented by Mssrs. Luther and Calvin. Standing in the presence of Christ, He who is Truth - His very presence - will reveal exactly who we are, and all that is not like Him will be burned away in the fires of His love. Think of gold. Think of how when the gold is submitted to the fire, the dross arises to the surface so the refiner can remove it. That is a picture of how our Lord's love will cleanse away all that is not like Him.
The Roman church calls this "Purgatory," but in Orthodoxy we do not believe in it as a
place, but rather as a state of being. Your grandparents may or may not be experiencing cleansing from their sins. I say may or may not because maybe they are done being cleansed. Because of the effect of sin upon us all, just about everyone who ever lived or shall live will need some cleansing in the next life. We must be changed into His likeness, and that is purgation after death.
I would challenge any one of the people here who has made fun of this or call it "pagan teaching" to prove to me that your nature - what you are ontologically - is in perfect similarity to Christ with no sinful deeds, no sinful desires, and a nature that is 100% like His. If you are not that - then you are going to be purged.