I don't think about it as being "in vain." It's part of my spiritual journey, and becoming Orthodox is not the end of that journey.
Well said. It is a widely-known adage:"The Church knows where the Holy Spirit is, but not where the Holy Spirit is not."
The idea being, God is not limited to any specific method, place, time or form. He is free to work in the lives of Evangelicals, Roman Catholics, Muslims and even Athiests if He so desires. However, we know
that God is in the Orthodox Church, because it is the Church established by Him and maintained by His communion through the Holy Spirit with his Body (the Church). We will say that Christ is alive and active within the walls of Orthodoxy. However, we will not say that Christ does not and cannot be active elsewhere. God does as He pleases.
I will be baptized Palm Sunday. I do not look back at my days as a Protestant and think they were fruitless or in vain. They had varying parts of the Truth (and Truth is a person, Christ Himself), although they lacked the fullness thereof, found only in the Church. Yet, would I be Orthodox without that journey? Very likely not. It molded me and prepared me for coming into Christ's Church, and I learned a great deal from that time of my life. I truly believe God's hand was in it all, guiding me ultimately into Orthodoxy.
Just like the Orthodox Church will not condemn traditional Protestants or Roman Catholics as heretics or apostates, neither will She unilaterally state that there is no grace at all within those communions.