Somewhat, but they were in largely separate worlds at the time; the Balkan Orthodox churches were under Ottoman rule, and thus had much more on their mind than papal corruption. Russia was still somewhat isolated from Europe and had a religious setting in which Reformation really had no cultural relevance. There was communication, but little came out of it.
To be honest, I can't see many of the early Protestants, especially those of the Calvinist strain, developing at deep kinship with Orthodox churches. Minus the fact that the EOC did not suffer from the problems of the late Renaissance papacy, it had many aspects that strict Protestants did not like; ornate icons, reverence for saints, elaborate, oriental-style services, and an emphasis on all of the Sacraments. I can honestly see a stern Puritan going to an Orthodox Mass and having a heart attack. Add in the non-religious cultural and religious differences, as well as the growth of nationalism and secularism in the West, and I don't see a Protestant-Orthodox alliance going very far.