The answer is possibly yes—at least sometimes. Consider the evidence.
Christ, the God-man, is in Heaven, at the right hand of God, interceding for people on Earth (Romans 8:34), which tells us there is at least one person who has died and gone to Heaven and is now praying for those on Earth.
Then in Revelation 6:10 we see martyrs in Heaven praying to God, asking Him to take specific action on earth. These are saints who have died and are now in God’s presence. They’re actively praying for God’s justice on earth for persecuted believers. It seems likely they’d also be interceding for other aspects of their suffering brethren’s welfare. (Their keen urgency about the justice of God demonstrates again we won’t be passive in Heaven—we’ll be far less tolerant of persecution and a hundred other evils.)
The saints in Heaven are just as much a part of the body of Christ as the saints on earth. (Ephesians 3:15 speaks of “his whole family in heaven and on earth”.) Their sense of connection and loyalty to their brethren logically would be enhanced in Heaven, not diminished, wouldn’t it?
There’s no indication in Scripture that we should pray for the dead. It would do no good to pray for them, since “it is appointed unto men once to die, and after this the judgment” (Hebrews 9:27). Once they die, there’s nothing that can be done to change the state of a believer or unbeliever.
Do our loved ones in heaven pray for us?
The pertinent question is not “should we pray for the dead?” but “do the dead pray for us?” Revelation 5:8 speaks of the “prayers of the saints” in a context that could include the saints in Heaven. Prayer is simply talking to God. Angels talk to God, therefore angels pray. We will communicate with God in Heaven. That means we’ll pray in Heaven. Will we pray less or more? Given our enhanced righteousness, it seems that in heaven our prayers would be all the more “powerful and effective” (James 5:16).
If people in Heaven witness some of what transpires on earth—then it would seem strange for them not to intercede for those they observe.