The most common and most likely answer to this crossword clue is the 8 plus 4 letter word MIDNIGHT MASS
M
I
D
N
I
G
H
T
M
A
S
S
More clues leading to the result MIDNIGHT MASS
Buddy explains!
The straight part
We know that "people pray at this vigil" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case people pray at this vigil = midnight mass.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.