I believe the protocol of a Russian dowager empress taking precedence over the empress consort is not a religious observance, but rather due to Paul I changing the law. He did not like his son's wife, and couldn't stand the thought of her taking precedence over his wife after he died.
As far as ettiquite goes, I think it would all dpend on who the imperial family was meeting. They would expect members of the aristocracy to bow/curtsy, and to wait to be addressed by the imperial family before speaking, and then to use proper titles. Peasants were another matter (and yes, they did on occassion come in contact with their lesser subjects). To the moujik, they weren't imperial majeesty, but batushka and matushka.
As far as the assertion that the imperial family didn't need approbation and would have been insulted by it, that what they expected was obedience instead, that is not entirely correct. There are accounts of the family at the opera, and upon conclusion of the imperial anthem the crowd cheering (and judging by the descriptiions of jewels and uniforms, the audience was aristocratic). When the imperial family sailed up the Neva to the Winter Palace the day war was declared, the throngs lining the quay cheered and applauded. Within the Nicholas Hall, after the Tsar made his pledge not to make peace as long as the enemy was on Russian soil, the crowd applauded and cheered for ten minutes (this was inside the palace, filled with courtiers and aristocrats - the very people who should know protocol and etiquette). Indeed, during some of the tercentenary events, some people weren't struck by displays of approbation but a lack of it. Nicholas was convnced his people loved him, and would not have discouraged any display of it.