Welcome aboard, Gigi.
We are glad to have you here.
I have never had any beyond-the-grave visits of any kind, but I do know what it's like to miss a pet you loved. When I was 15, my dog Tipsy died a tragic death. It broke my heart. I cried for two weeks.
It is normal to go through a grieving process whenever you go through a significant change in your life or lose something you love. The five stages of grief are:
Without commenting on the legitimacy of after-life visits from pets, I think it is safe to say that both the denial and bargaining stages may encourage a person to actively seek something which does not exist anymore.
Best wishes to you, Gigi. I feel for you.