So this is why Catholics are so interested in Purgatory, praying for Holy Souls, and the whole Communion of Saints thing. I'll explain it poorly, but basically we can give some of the grace we receive to help souls who are no longer with us. Once they are freed from Purgatory and become Saints, we expect they will in turn pray for us.
Susan Tassone has written several books about this. St. Faustina Prayerbook was my favorite of the ones I've read.