Elizabeth Edwards, 49, and her 13-year-old daughter Katie were found dead at their home in Dawson Avenue on 15 April.
They had attended St Paul's in Spalding for many years and had been "so committed to the life of the church".
Their vicar, Revd Mike Chesher, said: "It's at times like this when people wish to draw together and they wish to share together and comfort one another and support one another."
He told the BBC the community valued the church services which had been held in recent days and the opportunity to pray.
"I think that's what's happening here and I think they value the opportunity to come to these services," he added.
Mrs Edwards had run the children's choir at the church, the vicar added.
"The church community miss these two people so much and I think we will miss them so more as time goes on because Liz was so committed to the life of the church in so many ways," he said.
Two 14-year-olds have been charged with murder and remanded into secure youth accommodation until a plea hearing on June 27.
The boy and girl cannot be named for legal reasons and a trial date has been set for October 17.