I have this same problem. I'll be baptised at Pascha, but until then, what do I do? I've been RC all my life, and have had the importance of confession impressed upon me since I was old enough to know about it. Does Orthodoxy have the same view of unconfessed sins - that they put one's soul in mortal danger? I can't very well confess it in my old RC parish, but not in my new Orthodox parish either since I'm not a member of the church yet. It is really tough to be stuck in between!
It is not the sins per se that put us in danger of hell, but rather the passions that caused them that still live in the soul. God will judge us comprehensively on the last day and put us where we want to be, based on where our true passion is: Christ or sin. But don't get worked up too much because he loves you and knows you are preparing for baptism (glad you are being baptized btw, my wife and I were too from Catholicism and my wife's face shone, causing the priest that assisted our bishop to remark that it was one of the most memorable baptisms he had ever seen).
My bishop allowed me to confess without giving absolution once before I was baptized for the sake of my soul's peace and you might be able to ask for this. But suffice it to say, just ask God for forgiveness many times a day and he will have mercy on you. Even if you died before baptism he takes everything in to account, so just keep struggling as best as you can.