We know Bajorans light candles for the dead, although it's not established whether they believe the dead appreciate this, or whether they just think the living do.
Bajoran religion was formed before the Bajorans actually visited the Celestial Temple much; even the Orbs only appeared about 10,000 years before the events of the show, and Bajoran (mono)culture is supposedly much, much older than that. Yet there might be ideas about nonlinearity of time in the Bajoran religion - many Earth ones have those, chiefly because life on Class M planets really is cyclic rather than linear in fundamental nature. The concept of "the dead not really being dead" might well exist free of the burden of the concept of "afterlife", then: the dead die, but there's no past or future so they aren't gone but instead live right "now".
Our best look at Bajoran treatment of death might be "The Next Phase", where Ro Laren, self-presumed dead, quotes Bajoran belief in a purgatory-type stage where the dead briefly exist as spirits and make peace with their former existence. What (if anything) follows is never established, though (LaForge mentions afterlife, but Ro doesn't really react to that). Certainly no heaven vs. hell type choice causes worry in Ro!
Where the understanding is that it's our reality in the future.
Not exactly. Historically, it might be the future of our grandfathers, but that history has significantly diverged from ours in the 1960s already. And the universe itself is massively different from the get-go, including warp drives and Vulcans. There's no particular reason to
disbelieve in Biblical tall tales in a universe where the God Apollo did exist for real!
Timo Saloniemi