How do Lutherans pray for the dead?

Defense of the Augsburg Confession XXIV recognizes and does not prohibit mentioning the dead. In my church, we have a local service to commemorate the departed that were deported during second world war. But I'm too ashamed to ask the pastor at this point what exactly do be believe about this topic. Do Lutherans "pray" for the dead? If so, what does it mean for us?