glad that you have asked
in our orthodox christian tradition we often pray unto a saint for help, guidance and protection as consider ourselves too sinful to address with this or that demand directly unto our Heavenly Father.
and saints, especially martyrs have been adorned by God with such a strength that they can be mediators between us and our Lord and carry our prayers directly to the Throne of our Almighty Father.
i have a text of akathistos (in Russian) to saint-martyr Tsarina Alexandra, i read it and ask for her guidance and help, addressing: Holy Martyr Tsarina Alexandra, pray unto God for us!
we are all christians and such great saints as the Holy Imperial Family help to all of us if we ask them and glorify them in our daily prayers.
Thank you for your question, i will be glad if my answer brings some clarification