There is a very pertinent quotation from The Way to Rainy Mountain that has to do with these "activities" you speak of at Momaday's grandmother's house.  From this quotation, readers can certainly connect the Kiowa's "vanishing way of life" with prayer:

I see my grandmother in the several postures that were peculiar to her: standing at the wood stove on a winter morning . . . sitting at the south window, bent above her beadwork . . . going out upon a cane, very slowly as she did when the weight of age came upon her; praying. I remember her most often at prayer.

This quotation is extremely important because it connects Momaday's grandmother directly to the decline of the Kiowa tribe in relation to their worship of Tai-me, the Sun Dance god.  When Momaday's grandmother is "often at prayer," she is praying to Tai-me. 

Throughout the book, Momaday's grandmother was often present during significant events of the Kiowa tribe.  Most significantly, Momaday's grandmother actually participated and performed in the Sun Dance on one particular day that was an important part of their worship each year to Tai-me. 

According to Momaday's historical information, Momaday's grandmother was seven years of age when she went to the very last Kiowa Sun Dance which was in 1887 above Rainy Mountain Creek along the Washita River.  Then, when she was ten, Momaday's grandmother saw the Kiowa people disperse during a Sun Dance without being able to complete their religious rituals.  Momaday gives us the specific date this time:  July 20, 1890.  This was the day that the Fort Sill soldiers ended the Sun Dance for the entire Kiowa tribe. 

In conclusion, the most important activity that connects Momaday's grandmother with the vanishing Kiowa way of life is prayer.  As referenced in the quotation above, the author has a vivid memory of his grandmother at prayer.  Her prayers were often very long, anguished, and rambling.  They are full of her grief for the decline of the Kiowa tribe.