Hi Arthur/Tension, 'giving something for them to protect you' is behaviour usually associated with beings that are either neutral or evil in terms of alignment. The Hell deities are of a lawful good alignment, and will selflessly help the needy.
My story goes along these lines.
Ever since I was a small child, I was always interested in Chinese myths and folklore, especially classic Chinese ghost stories like those in the 聊斋志异. I would be very curious whenever I went to temples; I would often run off and explore on my own, plus try and find out whatever I could about the gods there. The interest was more academic than anything else, though. I didn't TRULY start believing until I was about eight years old.
It was the Seventh Month. Being my usual naughty self, I went out on a walk to a friend's place all by myself, at about eight-thirty p.m. or so. Didn't care about the old folks' warnings to stay in so the wandering spirits wouldn't get me; I was one of those kids who thought that bad things only happened to other people.
As I walked through the night-time neighbourhood, I passed by one of those candlelit roadside altars for the wandering spirits. It was specially dedicated to the spirits of dead children. There were two dolls on the altar, representing male children and female children, plus lots of sweets, milk bottles and other 'kiddy' offerings.
Something like this.

The dolls creeped me out. In the candlelight, it almost looked as though their eyes were watching me. I hurried away. And as I hurried away, I felt as though I was being followed. Like there were a pair of eyes staring into the back of my head. I walked faster, not daring to look behind me. The sensation remained. I started running. Now I felt like I was being chased.
I ran and I ran, not coming to a stop until I reached the grounds of a nearby temple. There, right in front of me, was a huge paper statue of Da Shi Ye/大士爷, the King of Ghosts (he is the commanding officer of all the soldiers of Hell, a former demon king who was subdued by Guan Yin, and he keeps an eye on the wandering spirits during the Seventh Month, destroying any who try to escape or harm humans).

The moment I came face to face with the statue, the sensation of being followed/chased stopped. Only then did I dare to look behind me (there was nothing there). I stayed near the statue for quite a while. I felt so safe, so calm, standing there in the shadow of the King of Ghosts. When I was satisfied that everything was okay, I went straight home.
Could I have been imagining things? Anything's possible, I guess. But I remain firmly convinced that Da Shi Ye saved my life that night. Those kids probably desired a playmate, and may have been willing to kill me to make me one of them.
Ever since then, I've been a believer, praying to Da Shi Ye out of gratitude for being saved. I did this in public to begin with, then pondered the idea of worshipping him at home. I did not know how to set up an altar for home worship at first, though.
So I asked around, and through a family friend, I got to know the man who became my spiritual teacher.

He was a veteran medium, the real deal - very knowledgeable but nevertheless humble and always willing to help. Not only was he a good mentor in all matters concerning Chinese folk religion, he was practically like a dear uncle to me.
Through him, I consolidated my relationship with not only Da Shi Ye, but the other Hell beings, as well. I've seen all kinds of things go down at his temple, that have more than convinced me that there is more to this world than just the physical.
But those are other tales for other days.

No, it's completely relevant. Guan Yin is a major goddess in both Buddhism and Chinese folk religion.

If you show me pictures of these statues, I might be able to identify them for you and provide additional relevant information.