While I am not an expert, please let me answer on these things that I know.
I know that we can pray but can we cross ourselves
Can we pray to our 'adopted' Saint?
You can pray to any Saint, as long as sainthood of that person has been proved. In other words, that person has to be a officially canonized in a Canonical Orthodox Church.
When we enter a Church, should we (in the Russian tradition) cross ourselves three times and make a bow or would that be seen as being a bit pretentious? Can we sign "In Christ" after names?
Yes on all of these, except the fact that I would say, you certainly may, but not should or must cross yourself and make a bow when you enter the church. Different traditions have a different extent of focus on this.