You are praying about IC related things in that case, which I'd say is fine to do. If an Imm gave you some sort of quest and you're sort of lost about how to proceed that can be a touch difficult since the other Imms are less likely to intervene with that.
I suppose it depends entirely on what you're looking for from the Imm. For an empowerment type thing I use prays when I am online, not excessive but maybe stop by the shrine and send one up, wait about 10 minutes and then move along. If I can't seem to find them a note is not a bad idea(or an email) No response can get frustrating, but if the Imm you're looking for is not around, they're just not around, and there is not much the other Imms can do except let the Imm you're looking for know if they come across them. Some Imms may just not have good play times to match up, and I don't expect an Imm across the globe to be up at 2 am their time just to interact with me. That's where the note system works, and maybe they can arrange for another Imm to do things with you through animating mobs and such, kind of an Imm through proxy.
I think a note is good because they will see it when they are in game (as opposed to an email which they might not check as often) and that might work as a reminder to look for you. Notes can be OC, so just a note to Imm saying I'm a bit stuck with random task you gave me, might you perhaps shed some insight on and state what you need help with. That way you might not need to see the Imm, and they can just send you a note in response when they get it.
Posting on the Imm's religion forum (if they have one) is not a bad idea either, though some don't check them as much as others.