Well, even though the original question was about the praying activity not seeming to work, this became about this dwarf's stress levels. To follow up, I was micromanaging "Grouchy's" needs and activities, and things weren't working, but eventually I found a solution. At first, he was just getting more stressed. There aren't any guilds he can lead demonstrations in, and I didn't have enough armor for sparring to be safe yet, so his need to help somebody was a problem. His need for friends and family, of which he has none, not just none in the fort but none anywhere, was a serious problem too. By the time I could have tried to micromanage those needs and get him training, a friend, or a wife, he would have long since gone insane. His stress was skyrocketing, gaining hundreds of stress a day, constantly exasperated remembering being caught in the rain in addition. I tried having him craft armor, since he had some skill in it, but he just kept getting worse.
Then, I noticed that my happiest dwarves were my miners. I even noticed that the absolute happiest dwarf had similar modifiers to Grouchy, internal rage, negative views on things, etc. This dwarf had even been knocked out in a cave in multiple times, and was perfectly fine at -27,000 stress. So, I immediately put Grouchy on mining duty and started creating strip mines. The satisfaction from work with mining stacks so quickly, Grouchy has already lost over 1,500 stress in just a week, and things are looking hopeful for the future for him after all! He even had a personality change in which he now believes sacrifice is the highest ideal, and actually gets a minor relief of stress now having that rain memory now. I'm not sure if that is related to the mining, but it's also good. Anyway, Grouchy may yet live to see the megaproject completed, who knows?